NORMUL: A FORTRAN program for testing multivariate normality

NORMUL is a FORTRAN program that provides a test of whether data conform to a multivariate normal distribution. The method involves correlating Mahalanobis distances for observed data with expected chi-square percentile values. This obtained correlation is then tested for significance by empirically evaluating the probability of its belonging to a distribution generated from multivariate normal data.     

A FORTRAN program for computing the exact variance of weighted kappa

An algorithm and associated FORTRAN program are provided for the exact variance of weighted kappa. Program VARKAP provides the weighted kappa test statistic, the exact variance of weighted kappa, a Z score, one-sided lower- and upper-tail N(0,1) probability values, and the two-tail N(0,1) probability value.