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Some Techniques for Assessing Multivarate Normality Based on the Shapiro‐Wilk W
Author(s) -
Royston J. P.
Publication year - 1983
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347291
Subject(s) - normality , mathematics , statistics , normality test , statistical hypothesis testing
SUMMARY Shapiro and Wilk's (1965) W test is a powerful procedure for detecting departures from univariate normality. The present paper extends the application of W to testing multivariate normality, and also to Healy's (1968) test based on squared radii. Three examples illustrate the approach, and also the utility of careful scrutiny of lower‐dimensional subsets of the data where otherwise unsuspected departures from normality may appear.