Overall Test for Multivariate Normality

摘要

There are a number of methods in the statistical literature for testing whetherobserved data came from a multivariate normal(MVN) distribution with an unknown mean vector and covariance matrix. Let X1, ... be an iid sample of size n from a p-variate normal distribution. Denote the sample mean and sample variance-covariance matrix by X and S respectively. Most of the tests of multivariate