THE CHI-SQUARE TEST OF GOODNESS OF FIT FOR A MULTIVARIATE NORMAL DISTRIBUTION.
NAVAL WEAPONS LAB DAHLGREN VA
Pagination or Media Count:
The Pearson Chi-Square Goodness of Fit Criterion for testing the null hypothesis The random sample is from a univariate normal parent population is generalized for multivariate normal distributions to test the null hypothesis The random sample of N-dimensional observation vectors is from an N-dimensional multivariate normal parent population. The basis of the formulation is the distribution of the quadratic form in the exponent of the hypothesized distribution. Application of the procedure is illustrated with a numerical example of experimental data from a weapon effectiveness study. Author
- Statistics and Probability