International Journal of Scientific and Research Publications

IJSRP, Volume 5, Issue 12, December 2015 Edition [ISSN 2250-3153]


An Extension of Shapiro-Wilk’s Test for Multivariate Normality and Power Investigation for Contaminated Alternatives
      R. Sakthivel and Martin L. William
Abstract: Many procedures are available in the literature on testing for univariate normality. Among them, the procedure of Shapiro and Wilk (1965) is a very effective test to detect departures from normality. The Shapiro-Wilk procedure has been extended to test multivariate normality recently by Alva and Estrada (2009). The present paper proposes another approach to extend the Shapiro-Wilk procedure for testing multivariate normality. A simulation study has been carried out to get the critical values of the proposed statistic in order to make it applicable to dimensions 2 and 5. Power comparison of the new approach to the one given by Alva and Estrada (2009) is presented for a contaminated alternatives. The software for the same is developed in R Language.

Reference this Research Paper (copy & paste below code):

R. Sakthivel and Martin L. William (2018); An Extension of Shapiro-Wilk’s Test for Multivariate Normality and Power Investigation for Contaminated Alternatives; Int J Sci Res Publ 5(12) (ISSN: 2250-3153). http://www.ijsrp.org/research-paper-1215.php?rp=P484951
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