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Analysis Of Multivariate Data Using Kotz Type Distribution, Kusaya Plungpongpun
Analysis Of Multivariate Data Using Kotz Type Distribution, Kusaya Plungpongpun
Mathematics & Statistics Theses & Dissertations
Most of the inferential statistical methods for multivariate data are developed under the fundamental assumption that the data are from a multivariate normal distribution. Unfortunately, one can never be sure a set of data is really from a multivariate normal distribution. There are numerous methods for checking (testing) multivariate normality, but based on many published and our own simulation studies, provided in the first chapter of this dissertation, we observe that these tests are generally not very powerful, especially for smaller sample sizes. Hence it is always beneficial to have alternative multivariate distributions available along with the methodology for using …