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Biometrika 1978 65(3):657-658; doi:10.1093/biomet/65.3.657
© 1978 by Biometrika Trust
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MISCELLANEA

Plotting squared radii

N. J. H. SMALL

Price Commission Headquarters London

One way of testing data for multivariate normality is to plot the ordered squared radii against their expected values. It is suggested that the approximation to the null distribution offered by the beta distribution is a useful improvement on that afforded by the chi-squared distribution.

Key Words: Multivariate normality • Order statistics • Squared radius


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