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Topic: Test for checking independence of random vectors
Replies: 1   Last Post: Jul 2, 1996 12:39 PM

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Wolfgang Hitzl

Posts: 8
Registered: 12/7/04
Test for checking independence of random vectors
Posted: Jul 2, 1996 11:39 AM
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I`m looking for a test (statistic) to check whether some random
vectors sampled from a multivariate normal distribution are independent.

If you can recommend me such a test, please let me know.

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