|
|||||
|
|
Re-examining two tests for bivariate normality |
|
| Authors: | Robert L. Mason John C. Young |
| Affiliation: | 1. Fuels and Lubricants Research Division , Southwest Research Institute , San Antonio, TX, 78284;2. Department of Mathematics , McNeese State University , Lake Charles, LA, 70601 |
| Abstract: | Many goodness of fit tests for bivariate normality are not rigorous procedures because the distributions of the proposed statistics are unknown or too difficult to manipulate. Two familiar examples are the ring test and the line test. In both tests the statistic utilized generally is approximated by a chi-square distribution rather than compared to its known beta distribution. These two procedures are re-examined and re-evaluated in this paper. It is shown that the chi-square approximation can be too conservative and can lead to unnecessary rejection of normality. |
| Keywords: | bivariate normal goodness-of -fit line test probability test ring test |