There exists no test of the normality of all linear combinations of sampling distributions of means of predictor variables in discriminant analysis.

Question

Quizplus · Accepted Answer

In discriminant analysis, the assumption of normality applies to the predictor variables in each group, not to all linear combinations of sampling distributions of means of those variables. Testing for normality of all possible linear combinations is not practical or standard in this context.

There Exists No Test of the Normality of All Linear