两种多元正态性检验方法的应用和比较  

Application and Comparison of Two Methods for Multivariate Normality Test

作　　者：汪政红[1] 周清志[1] 

机构地区：[1]中南民族大学计算机科学学院,武汉430074

出　　处：《中南民族大学学报（自然科学版）》2009年第3期99-103,共5页Journal of South-Central University for Nationalities：Natural Science Edition

基　　金：国家自然科学基金资助项目(10871209)

摘　　要：讨论了多元正态性检验的两种主要方法——卡方图检验法和主成分检验法,介绍了其基本原理和具体实施步骤,并通过实例研究比较它们的优劣,发现主成分检验法具有更好的功效和更强的实用性.This paper discusses two main methods principal component method, introduces their basic their advantages and disadvantages by examples. It better power and stronger practicality. for multivariate normality test kafang plot method and principles and specific steps of implementation, and compares leads to a conclusion that the principal component method has

关 键 词：多元正态性 卡方图 Q-Q图 主成分 

分 类 号：O212.2[理学—概率论与数理统计]