Given data Xijj = 1 to nii = 1 to g, one may wish to test whether the Xij are normal with common covariance matrix. Letting Xi. denote the mean of the ith group and S the pooled covariance matrix, the quantities Vij = (Xij – Xi.)′S−1(Xij – Xi.) are used in the test. The exact null distribution of Vij is noted, and the Anderson-Darling statistic is proposed for testing whether the data fit this null distribution. The new test has acceptable power, is flexible, and is easily implemented. © 1981 Taylor & Francis Group, LLC.
- Discriminant analysis
- Test for normality