NORMUL - A FORTRAN PROGRAM FOR TESTING MULTIVARIATE NORMALITY

Authors
HOLDEN RR PARENT M
Citation
Rr. Holden et M. Parent, NORMUL - A FORTRAN PROGRAM FOR TESTING MULTIVARIATE NORMALITY, Behavior research methods, instruments, & computers, 27(3), 1995, pp. 400-403
Citations number
6
Categorie Soggetti
Psychology, Experimental
Journal title
Behavior research methods, instruments, & computers → ACNP
ISSN journal
07433808
Volume
27
Issue
3
Year of publication
1995
Pages
400 - 403
Database
ISI
SICI code
0743-3808(1995)27:3<400:N-AFPF>2.0.ZU;2-B
Abstract
NORMUL is a FORTRAN program that provides a test of whether data confo rm to a multivariate normal distribution. The method involves correlat ing Mahalanobis distances for observed data with expected chi-square p ercentile values. This obtained correlation is then tested for signifi cance by empirically evaluating the probability of its belonging to a distribution generated from multivariate normal data.