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A joint rank test for assessing multivariate normality in hydrologic data
Author(s) -
Leytham K. M.
Publication year - 1987
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/wr023i012p02311
Subject(s) - multivariate statistics , multivariate normal distribution , normality , joint probability distribution , normality test , statistics , multivariate analysis , mathematics , rank (graph theory) , joint (building) , test (biology) , sample (material) , computer science , statistical hypothesis testing , geology , engineering , combinatorics , architectural engineering , paleontology , chemistry , chromatography
Applications of stochastic hydrology to the synthesis of multisite data have commonly assumed that the historic data or some suitable transform thereof may be treated as a sample from a multivariate normal distribution. This assumption, generally made for mathematical tractability, is rarely subject to verification. A new test for multivariate normality, based on the properties of joint ranks, is presented. This test is of particular value in the synthesis of drought at multiple sites.