MardiaKurtosisTest

MardiaKurtosisTest[data] tests whether data follows a MultinormalDistribution using the Mardia kurtosis test.

• MardiaKurtosisTest[data, "property"] returns the value of "property".

Examples

Test multivariate normality:

data = RandomVariate[MultinormalDistribution[{0, 0}, {{1, 0.5}, {0.5, 1}}], 100];
MardiaKurtosisTest[data]

Get p-value:

MardiaKurtosisTest[data, "PValue"]

Test statistic:

MardiaKurtosisTest[data, "TestStatistic"]

Please visit the official Wolfram Language Reference for more details.