domenico pestalozzi
2008-Jul-11 09:43 UTC
[R] how to test this multivariate normal distribution?
I have to test the hypothesis that a multivariate variable X = (X_1, X_2, ..., X_n) is a multivariate normal distribution with mean M = (M_1, ..., M_n) and variance V = (V_1, ... , V_n) that I know. Obviously I have also the sample-vector m and v. I do not know the covariances of the population and I can not calculate them, but I am sure that the X_i are dependent and are eteroschedastic. In addition, the mean vector M is characterized by the following condition: Sum (M_i) = k (i = 1, ..., n). k is an integer < n. This condition is met in the sample and in the population. Which test should I use? There is a library in R for this test? The condition Sum (M_i) = k has special implications on the test? thanks to all Domenico [[alternative HTML version deleted]]