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Normality test for high dimensional data

Research Project

Project/Area Number 18K11206
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 60030:Statistical science-related
Research InstitutionOkayama University of Science

Principal Investigator

Nakagawa Shigekazu  岡山理科大学, 総合情報学部, 教授 (90248203)

Co-Investigator(Kenkyū-buntansha) 橋口 博樹  東京理科大学, 理学部第一部応用数学科, 教授 (50266920)
Project Period (FY) 2018-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2020)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2020: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2019: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2018: ¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Keywords高次元データ / 正規性の検定 / 歪度 / 尖度 / 標本歪度 / 標本尖度 / フーリエ余弦級数 / 正規性 / 高次元 / 小標本
Outline of Final Research Achievements

In this research, we consider the characterization of high-dimensional data based on whether or not they are drawn from a multivariate normal population, and testing for normality. We give concrete representations of the pdfs of sample skewness or kurtosis (Tasks 1 and 2). The final task is set as "normality test in high-dimensional data based on those sampling distributions".
Regarding tasks 1 and 2, we tried to construct a basic theory by using hypergeometric functions, but it did not progress as expected. So, we arrived at an approximate expression by Fourier series of the pdf of the sample skewness. As a result, our manuscript related to a Fourier series representation is submitted to arXiv.

Academic Significance and Societal Importance of the Research Achievements

本研究では,標本歪度分布の精確表現を得た.従来法では簡潔に表現できていなかったことが,今回はより精確にそして簡潔に表現できるようになった.この視点において学術的意義深いと思われる.また,フーリエ展開表現が標本尖度分布へも応用が期待できる点も大事である.
高次元データの特徴を多変量正規分布の正規性の観点から捉えるという視点では,本研究は不完全であるが,データ解析の基礎部分の再構築という視点で評価できる.従って,データサイエンス教育の観点で社会的意義があると思われる.

Report

(4 results)
  • 2020 Annual Research Report   Final Research Report ( PDF )
  • 2019 Research-status Report
  • 2018 Research-status Report
  • Research Products

    (5 results)

All 2021 2020 2019 2018

All Journal Article (3 results) (of which Peer Reviewed: 2 results,  Open Access: 1 results) Presentation (1 results) (of which Int'l Joint Research: 1 results) Book (1 results)

  • [Journal Article] Approximation to probability density functions in sampling distributions based on Fourier cosine series2021

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi, Yoko Ono
    • Journal Title

      arxiv

      Volume: 2103.11712

    • Related Report
      2020 Annual Research Report
  • [Journal Article] Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings2020

    • Author(s)
      Watanabe Hiroki、Hyodo Masashi、Nakagawa Shigekazu
    • Journal Title

      Journal of Multivariate Analysis

      Volume: 179 Pages: 104625-104625

    • DOI

      10.1016/j.jmva.2020.104625

    • Related Report
      2020 Annual Research Report 2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Holonomic properties and recurrence formula for the distribution of sample correlation coefficient2019

    • Author(s)
      Mura, H., Hashiguchi, H., Nakagawa, S. and Ono, Y.
    • Journal Title

      SUT journal of mathematics

      Volume: 55

    • NAID

      40022055691

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] New Omnibus test for normality based on a moment ratio2018

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi and Yoko Ono
    • Organizer
      Statistical Computing:Challenges and Opportunities in Data Science
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research
  • [Book] 正規性の検定2019

    • Author(s)
      中川 重和
    • Total Pages
      148
    • Publisher
      共立出版
    • ISBN
      9784320112674
    • Related Report
      2019 Research-status Report

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Published: 2018-04-23   Modified: 2022-01-27  

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