A Test to Determine the Multivariate Normality of a Data Set
نویسندگان
چکیده
This correspondence describes a new test for multivariate normality useful in pattern recognition. The test is based on the Friedman-Rafsky multivariate extension of the Wald-Wolfowitz runs test. We perform Monte-Carlo experiments to determine if the test is reliable in high dimensions with moderate sample size. We compare the test to some other tests mentioned in the literature.
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ورودعنوان ژورنال:
- IEEE Trans. Pattern Anal. Mach. Intell.
دوره 10 شماره
صفحات -
تاریخ انتشار 1988