Jason,
You are right. I took it for granted that the normal approximation is valid (it probably is close enough, but your last statement is making me think a little bit...).
My aim was to use the Mahalanobis distance to see if certain data sets were close to a certain model (e.g. in my...
I will try to rephrase the question in a more general way. I have 3 dependent variables, X, Y and Z. I know their marginal distributions (which are normal) and I know roughly how they move together:
X+Y+Z = constant
and if I increase X, Y will on average decrease by a proportional amount...
Hi all,
I have a stats problem I'm trying to figure out.
Suppose I have a very large population (~millions) of colored balls with exactly 50% red, 30% green, 20% blue. If I take a random sample of 1000 of these balls, the distribution of colors I end up with can be modeled as a multivariate...