----- Original Message -----
From: "yogab" <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Thursday, March 08, 2001 12:23 PM
Subject: multivariate normality
>
> Hello all.,
>
> Iam using mutivariate normality test (Mardia 1974) to check for
> normaility for my sample set of size 1000 (multivariate data).
>
Please give me the details on your reference. I have Mardia (1970) in
which he developed a multivariate skewness and kurtosis relationship.
His eq. 2.23 was a brilliant insight on multivariate skewness. His
convergent form, eq. 2.24 is a poor measure of b1,p and requires
calculations from the correlation matrix. I have no idea of what SAS
does inside their black box to arrive at b1,p. Mardia also went on to
a different approach in his later papers, ignoring eq 2.23.
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