Testing for multivariate normality
| Project/Area Number |
26330053
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Okayama University of Science (2016)
Kurashiki University of Science and the Arts (2014-2015) |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
橋口 博樹 東京理科大学, 理学部第一部数理情報科学科, 准教授 (50266920)
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| Co-Investigator(Renkei-kenkyūsha) |
NIKI NAOTO 東京理科大学, 工学部, 名誉教授 (10000209)
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| Project Status |
Completed (Fiscal Year 2016)
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| Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2014: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
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| Keywords | 正規性 / 歪度 / 尖度 / キュムラント / モーメント / グラフ表現 |
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| Outline of Final Research Achievements |
As a first fruit, we give a new graphical method testing for normality based on an approximate joint probability density function of the sample skewness and kurtosis. In addition, we develop a new graphical method to access the multivariate normality combining with the principal component method.
Secondly, we give a recurrence formula for the joint distribution of the sample skewness and kurtosis. Moreover, we obtain a recurrence formula for their product moments and their exact expression up to the requisite order.
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Report
(4 results)
Research Products
(13 results)
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[Presentation] 多変量正規性検定のグラフ表現法2014
Author(s)
中川重和・橋口博樹・仁木直人
Organizer
2014年度統計関連連合大会
Place of Presentation
東京大学（東京都・文京区本郷7-3-1）
Year and Date
2014-09-13 – 2014-09-16
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