Dear allstat members
I have two random vectors, and I want to test whether these two vectors
are independent or not (each vector contains non-independent but
identically distributed random variables).
I'm familiar with the standard tests for that purpose, as described in
standard multivariate analysis texts like Anderson or Muirhead. However, I
cannot use them because of the assumption of normality. My two random
vectors are highly non-normal. So basically I'm looking for a
non-parametric test.
I also appreciate if somebody introduce me a software which can
non-parametrically test the independence of two non-normal random vectors.
Thanks in advance,
Ali Abdi
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| ALI ABDI | Email: [log in to unmask] |
| Dept of Elec and Comp Eng | |
| University of Minnesota | Fax: (612) 625 4583 |
| 4-174 EE/CSci Bldg | |
| 200 Union St SE | Tel: (612) 625 7542 (Lab) |
| Minneapolis, MN 55455 | |
| USA | |
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