A probability distribution was developed for the Andrews-Pregibon (AP) statistic. The statistic, developed by D. F. Andrews and D. Pregibon (1978), identifies multivariate outliers. It is a ratio of the determinant of the data matrix with an observation deleted to the determinant of the entire data matrix. Although the AP statistic has been used…

Computer generated data representative of 16 Auto Regressive Integrated Moving Averages (ARIMA) models were used to compare the results of interrupted time-series analysis using: (1) the known model identification, (2) an assumed (l,0,0) model, and (3) an assumed (3,0,0) model as an approximation to the General Transformation approach. (Author/BW)

Computer sampling from a multivariate normal spherical population was used to evaluate the type one error rates for a test of sphericity based on the distribution of the determinant of the sample correlation matrix. (Author/LMO)

Monte Carlo methods were used to evaluate the degree to which canonical function and structure coefficients may be differentially sensitive to sampling error. For each of 64 research situations, 1,000 random samples were drawn. Both sets of coefficients were roughly equally influenced; some exceptions are noted. (SLD)

Most of the multivariate statistical techniques rely on the assumption of multivariate normality. The effects of non-normality on multivariate tests are assumed to be negligible when variance-covariance matrices and sample sizes are equal. Therefore, in practice, investigators do not usually attempt to remove non-normality. In this simulation…