• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Testing for multivariate normality

Research Project

Project/Area Number 26330053
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Statistical science
Research InstitutionOkayama University of Science (2016)
Kurashiki University of Science and the Arts (2014-2015)

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, 理学部第一部数理情報科学科, 准教授 (50266920)
Co-Investigator(Renkei-kenkyūsha) NIKI NAOTO  東京理科大学, 工学部, 名誉教授 (10000209)
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
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)
Keywords正規性 / 歪度 / 尖度 / キュムラント / モーメント / グラフ表現
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.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (13 results)

All 2016 2015 2014

All Journal Article (3 results) (of which Peer Reviewed: 3 results,  Open Access: 3 results,  Acknowledgement Compliant: 2 results) Presentation (10 results) (of which Int'l Joint Research: 1 results)

  • [Journal Article] Recurrence formula on the joint distribution of sample skewness and kurtosis under normality2016

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki
    • Journal Title

      Communications in Statistics - Theory and Methods

      Volume: 45 Issue: 4 Pages: 1148-1155

    • DOI

      10.1080/03610926.2013.859704

    • Related Report
      2016 Annual Research Report 2015 Research-status Report 2014 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] A MEASURE OF SKEWNESS FOR TESTING DEPARTURES FROM NORMALITY2016

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki
    • Journal Title

      Far East Journal of Theoretical Statistics

      Volume: 52 Issue: 1 Pages: 61-74

    • DOI

      10.17654/ts052010061

    • Related Report
      2016 Annual Research Report 2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] 総括的な正規性検定のためのグラフ表現2016

    • Author(s)
      中川重和・橋口博樹・仁木直人
    • Journal Title

      計算機統計学

      Volume: 29 Pages: 15-27

    • NAID

      130006792988

    • Related Report
      2016 Annual Research Report 2015 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] Graphical Method on an Omnibus Test for Normality2016

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      Hong Kong
    • Year and Date
      2016-06-27
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Graphical method on an omunibus test for normality2016

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi
    • Organizer
      The 4th Institute of Mathematical Statistics Asia Pacific Rim Meeting
    • Place of Presentation
      Hong Kong
    • Year and Date
      2016-06-27
    • Related Report
      2015 Research-status Report
  • [Presentation] Holonomic Properties for the distribution of the sample correlation coefficient2015

    • Author(s)
      Hashiguchi, H., Nakagawa, S. and Ono, Y.
    • Organizer
      IASC-ARS 2015
    • Place of Presentation
      Singapore
    • Year and Date
      2015-12-17
    • Related Report
      2015 Research-status Report
  • [Presentation] 標本相関係数の分布に対するホロノミック勾配法について2015

    • Author(s)
      橋口 博樹, 中川 重和
    • Organizer
      2015年度統計関連学会連合大会
    • Place of Presentation
      岡山大学 (岡山県岡山市)
    • Year and Date
      2015-09-07
    • Related Report
      2015 Research-status Report
  • [Presentation] 標本重相関係数分布の密度関数とHG法2015

    • Author(s)
      中川 重和, 橋口 博樹, 小野 陽子
    • Organizer
      日本数式処理学会第24回大会
    • Place of Presentation
      筑波大学 (茨城県つくば市)
    • Year and Date
      2015-06-05
    • Related Report
      2015 Research-status Report
  • [Presentation] Holonomic gradient method for the distribution of the sample correlation coefficient under normal population2015

    • Author(s)
      Hiroki Hashiguchi and Shigekazu Nakagawa
    • Organizer
      Workshop on computational and algebraic methods in statistics
    • Place of Presentation
      東京大学(東京都・文京区本郷7-3-1)
    • Year and Date
      2015-03-03 – 2015-03-05
    • Related Report
      2014 Research-status Report
  • [Presentation] 多変量正規性の検定における可視化について2014

    • Author(s)
      中川重和・橋口博樹・仁木直人
    • Organizer
      科学研究費・基盤研究(A) 研究集会「拡張された空間点過程と災害の数理モデル」
    • Place of Presentation
      アクロス福岡(福岡県・福岡市中央区天神1丁目1番1号)
    • Year and Date
      2014-12-21 – 2014-12-22
    • Related Report
      2014 Research-status Report
  • [Presentation] Recurrence formula on the joint distribution of sample skewness and kurtosis under normality2014

    • Author(s)
      Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki
    • Organizer
      Kyoto International Conference on Modern Statistics in the 21st Century
    • Place of Presentation
      国立京都国際会館(京都府・京都市左京区岩倉大鷺町422番地)
    • Year and Date
      2014-11-17 – 2014-11-18
    • Related Report
      2014 Research-status Report
  • [Presentation] 標本相関係数の分布正確計算について2014

    • Author(s)
      橋口博樹・中川重和
    • Organizer
      日本計算機統計学会第28回シンポジウム
    • Place of Presentation
      沖縄科学技術大学院大学(沖縄県・国頭郡恩納村字谷茶1919-1)
    • Year and Date
      2014-11-14 – 2014-11-15
    • Related Report
      2014 Research-status Report
  • [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
    • Related Report
      2014 Research-status Report

URL: 

Published: 2014-04-04   Modified: 2018-03-22  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi