Thank you for all the answers!
Kjetil,
I am not sure if we are talking about the same thing. I only have a two
dimensional normal distribution which leads to three dimensional data.
You mean with "reject" I should not do such a test?
My data files contain about 260000 points which I can reduce to the
half. The data is created through a sum of two dim. Gaussian profiles
(or just one). It is easy to fit a 2 dim. Gaussian function but this
does not take material properties into account so I cannot be sure that
the points are realy normal distributed. What I want to do with that is
to proof that the model (at least one 2D Gaussian function) is working
correctly or if I have to think of a different one.
Regards,
Markus
Kjetil Halvorsen schrieb:
On Tue, Nov 17, 2009 at 11:17 AM, Markus Mehrwald <mehrw...@ira.uka.de> wrote:
Hi all,
I am completely new to R and my knowledge of statistics is quite small so I
hope you can help my.
I have three dimensional point data which represents (and this is what I do
not know for sure) a normal distribution. Now I want to test if this is true
I suppose you want to say you have a sample of three-dim data, say
represented be vectors x1,x2,x3,
and your question is if this data (x1|_1,x2_1, x3_1),...,(x1_n,x2_n, x3_n)
are generated by a three-dim multinormal distribution. That is very
simple, a very good
test is to simply say "reject". I have never seen three-dim data
which are truly
multinormal. So a better question is to ask if amultinormal
distribution can be an acceptable
approximation, but then we need to know what is your purpose of
analysis! If you are interested in
extremes or extrere quantiles, then a normal approx is never safe.
If you want a statistical test, then a multivariate extension of
shapiro-wilk is in
install.packages("mvnormtest", dep=TRUE)
library(mvnormtest)
?mshapiro.test
kjetil
or not and as I can remember from statistics lessons I can use Chi-Square
test for distribution test. BUT: I have realy no idea how to do this with R
and additionally if my assumptions are correct and if this is possible with
R at all.
Thank you very much in advance for any answer.
Markus
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--
Dipl.-Inform. Med. Markus Mehrwald
Institut für Prozessrechentechnik, Automation und Robotik
Medizin-Gruppe
Universität Karlsruhe (TH)
Gebäude 40.28, Zimmer 110
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Fax: +49 (721) 608-7141
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