[R] checking bivariate normality

Bert Gunter gunter.berton at gene.com
Tue Apr 6 23:17:11 CEST 2010


Below. -- Bert 


Bert Gunter
Genentech Nonclinical Statistics

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Liviu Andronic
Sent: Tuesday, April 06, 2010 2:06 PM
To: arindam fadikar
Cc: r-help at r-project.org
Subject: Re: [R] checking bivariate normality

On Tue, Apr 6, 2010 at 12:48 PM, arindam fadikar
<arindam.fadikar at gmail.com> wrote:
> x <- iris$Sepal.Length[1:50]/iris$Sepal.Width[1:50]
> y <- iris$Petal.Length[1:50]/iris$Petal.Width[1:50]
>
> I want to check whether (x,y) follows a bivariate normal distribution or
> not,  using density plot or scatter plot. Is it possible to plot a
bivariate
> density in R. I cant find any.
>
Perhaps there is something in mvnormtest?
Liviu


-- Doubt it, since it's _impossible_ to test whether "(x,y) follow a normal
distribution." One might test whether the data are _consistent_ with
bivariate normality (in the sense that evidence to the contrary is
improbable in some sense), but that is a whole different kettle of fish.

These is not mere semantic petulance; all too often there is fundamental
misunderstanding about such issues. Precision of language is important.

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