Title: Multivariate Analysis of Variance Using a Kotz Type Distribution
Abstract:Most standard inferential statistical methods for multivariate data are developed under the fundamental assumption that the data are from a multivariate normal distribution. Unfortunately, one can nev...Most standard inferential statistical methods for multivariate data are developed under the fundamental assumption that the data are from a multivariate normal distribution. Unfortunately, one can never be sure whether a set of data is really from a multivariate normal distribution. There are numer- ous methods for checking (testing) multivariate nor- mality, but these tests are generally not very power- ful, especially for smaller sample sizes. Hence it is always beneflcial to have alternative multivariate dis- tributions and the methodology for using them. In this article, we consider a Kotz type multivariate distribution which has fatter tail regions than that of multivariate normal distribution and show how mul- tivariate analysis of variance can be performed using this distribution as model.Read More
Publication Year: 2008
Publication Date: 2008-01-01
Language: en
Type: article
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Cited By Count: 6
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