Colloquium Biometricum (Online)
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Vol:
39
Page:
45
Authors:
Zofia Hanusz
Joanna Tarasińska
Title:
Simulation study for a test of multivariate normality based on Shapiro-Wilk statistic
Language:
English
Keywords:
test for multivariate normality
Shapiro-Wilk W statistic
Type I error
power of the test
Srivastava and Hui tests
Summary:
The paper concerns the test for multivariate normality based on Johnson’s S
B
transformation of Shapiro-Wilk’s W statistic which was introduced in Hanusz, Tarasińska (2008b). The type I error of this test and power against chosen nonnormal distributions are evaluated by means of simulation study. The power is compared to the power of two other tests by Srivastava and Hui (1987).