Testing the Homogeneity of Sequences of Multivariate Random Variables

The paper discusses the method of examining the homogeneity of sequences of random variables including testing the normality of multivariate random variables as well as testing the equality of many expected values and testing the equality of many covariance matrices. Some results of application of the method to study the homogeneity of sequences of multivariate Gaussian random variables have been presented.[b]Keywords[/b]: homogeneity of sequences of multivariate random variables, multivariate normality tests, multivariate location equivalence tests, covariance matrix equivalence test