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Biometrika 1971 58(1):219-222; doi:10.1093/biomet/58.1.219
© 1971 by Biometrika Trust
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An identity in Hermite polynomials

MARY C. PHIPPS

University of Glasgow

An extension of the Runge (1914) identity in Hermite polynomials is derived, and a test of the assumption of bivariate normality is developed using the identity.

Key Words: Orthogonal polynomials • Hermite polynomials • Runge's identity • Bivariate normality • Goodness of fit of bivariate distributions


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