The verification of the multivariate normal distribution hypothesis in a one-sample model with the method of elimination of disturbing parameters
Streszczenie
In many statistical tasks a necessity of testing multivariate normality
arises. In constructing multivariate normality tests there is a necessity of estimating
unknown parameters ц and £ from a given sample. The parameters are regarded as
disturbing parameters.
The paper deals with some methods, by means of which unknown disturbing
parameters are eliminated when the multivariate normality tests are applied.
In particular, the following methods are stressed: randomization method, reduction
methods and conditional interval probability transformation method.