Tom: 43 Strona: 29

Autorzy:
Zofia Hanusz
Joanna Tarasińska

Tytuł:
How to get p-value for multivariate normality

Język: Angielski

Słowa kluczowe:
multivariate normality
Shapiro Wilk W statistic
R software
p-value

Streszczenie:
The idea how to get p-value for multivariate normality using R software is presented. This idea combines p-values of Shapiro-Wilk W statistics, calculated for principal components of the sample covariance matrix, with four statistics based on combination of independent p-values. The example with R commands is given.

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