多元正态性检验三种方法的比较及SAS程序设计

摘要

讨论了正态性检验的三种主要方法:二元等概椭圆检验法、多元x2统计量的Q-Q图检验法和主成分检验法,分别介绍了三种方法的基本原理及步骤；并利用统计软件SAS设计出三种检验方法的程序；最后比较分析三种方法的应用场合,得到主成分检验法具有较好的检验效率.%The article discussed three kinds of main methods of multivariate normality test; two di-mension equal probability elliptic test method, multivariate chi-square Q-Q plot test method and prin-cipal component method, respectively introduced the basic principle and steps of these methods, and using statistical software SAS designed three test methods of program, finally analyzed their applica-tions. Through the research on the inspection, we obtained that the principal component method has a good test efficiency.