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Most significance tests require assumptions about how data are distributed. Multivariate procedures and covariance modelling procedures such as LISREL require that data be multivariate normal. Program MULTINOR provides a graphical test of whether data are multivariate normally distributed. Significance tests of multivariate normality are not available in commonly-used statistics packages, and graphical tests are tedious to implement with statistical packages and require access to statistics not readily available for some research problems.
Bruce Thompson (Sat,) studied this question.
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