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 +-------------------------------------------------------------+ | 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 | | +-------------------------------------------------------------+ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%