I have to test the hypothesis that a multivariate variable X = (X_1, X_2,
..., X_n) is a multivariate normal distribution with mean M = (M_1, ...,
M_n) and variance V = (V_1, ... , V_n) that I know. Obviously I have also
the sample-vector m and v.
I do not know the covariances of the population and I can not calculate
them, but I am sure that the X_i are dependent and are eteroschedastic.
In addition, the mean vector M is characterized by the following condition:
Sum (M_i) = k     (i = 1, ..., n). k is an integer < n.
This condition is met in the sample and in the population.
Which test should I use? There is a library in R for this test?
The condition Sum (M_i) = k has special implications on the test?

thanks to all

Domenico

	[[alternative HTML version deleted]]

