Evaluating Multivariate Normality: A Graphical Approach

Abstract

The statistical graphics play an important role in providing the insights about data in the process of data analysis. The main objective of this paper is to provide a comprehensive review of the methods for checking the normality assumption. Multivariate normality is one of the basic assumptions in multivariate data analysis. Univariate normality is essential for the data to be multivariate normal. This paper reviews graphical methods for evaluating univariate and multivariate normality. These methods are applied on a real life data set and the normality is investigated.