Two Statistics for Testing for Multivariate Normality
用于检验多元正态性的两个统计量
Malkovich & Afifi (1973) proposed measures of multivariate skewness and kurtosis. In the present paper, distributional properties of the two statistics are examined. A method is given for calculating approximate percentage points of their distributions for all sample sizes greater than 8, for dimensions 2, 3 and 4, and, in principle, for all higher dimensions. The percentage points are derived from appropriate transformations of the asymptotic distributions. A simulation…