![Testing data for multivariate normality](https://blogs.sas.com/content/iml/files/2012/02/mvntest.png)
I've blogged several times about multivariate normality, including how to generate random values from a multivariate normal distribution. But given a set of multivariate data, how can you determine if it is likely to have come from a multivariate normal distribution? The answer, of course, is to run a goodness-of-fit