Contributions

  • Franke, Richard H. - Contributor
  • Naval Postgraduate School (U.S.) - Contributor

Publication

1982 - Naval Postgraduate School, Monterey, California, California

Language

English

Word Count

4,750 words, Guess

Page Count

19 pages

Identifiers

Description

In an earlier paper the authors compared the Foutz test with the Chi-square and Kolmogorov-Smirnov test. The results indicated that the Foutz test is more powerful in detecting certain characteristics than the other two tests. This paper deals with the performance of the test when fitting multivariate distributions. More specifically the power of the test when fitting bivariate and trivariate normal distributions for various choices of the mean vector and the covariance matrix is investigated. In the second section is presented a brief description of the Foutz test; a discussion of the simulation procedure is in the third section and the results of the simulation are in the final section.

Subjects

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