正規スコアと独立性検定

DOI Web Site 参考文献15件

書誌事項

タイトル別名
  • Normal Scores in Tests of Independence
  • オボエガキ セイキ スコア ト ドクリツセイ ケンテイ

この論文をさがす

説明

When applying a multivariate statistical method based on the normality assumption to non-normal data, one is tempted to use normal scores for those variates which are apparently non-normal. However, even if all marginal distributions are normal, the joint distribution is not necessarily normal and the method may fail. As a simple counter example, a degenerate bivariate copula which is symmetric about the y-axis, and its normal transformation, the Degenerated Uncorrelated Marginally Normal (DUMgN) distribution, are introduced. Pearson correlation tests of samples from the DUMgN are simulated, and the power of the test is shown to be too poor to be useful. Two other distributions, which are symmetric about both the x and y axes, one is degenerate and the other non-degenerate, are used to further demonstrate the poor performance.

収録刊行物

参考文献 (15)*注記

もっと見る

キーワード

詳細情報 詳細情報について

問題の指摘

ページトップへ