JSM 2005 - Toronto

Abstract #304253

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 199
Type: Contributed
Date/Time: Monday, August 8, 2005 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #304253
Title: Enhanced Probability Plots for Testing for Multivariate Normality
Author(s): Jeff Szychowski*+ and Michael Conerly and Bruce Barrett
Companies: The University of Alabama and University of Alabama and University of Alabama
Address: 3550 Watermelon Rd 12D, Northport, AL, 35473, United States
Keywords: stalactite plot ; multivariate normality
Abstract:

A simulation study was conducted to evaluate the performance of the stalactite plot proposed by Atkinson and Mulira (1993) in the presence of zero outliers in multivariate data. Results indicate the approximate chi-square cutoff value proposed by Atkinson and Mulira leads to the false identification of many observations as outliers, especially in the case of small sample sizes. As an alternative to the approximate chi-square cutoff, we suggest a cutoff value from an adjusted F distribution. In comparison to the two methods, the F cutoff value results in fewer observations falsely identified as outliers. Examples are included to illustrate graphically the difference between the two cutoff options. In addition, the robust mean and covariance estimates established from the stalactite plot are then used to enhance both P-P and Q-Q plots.


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Revised March 2005