This test has been shown to have works well in testing the multivariate normality (MVN) distribution of a particular data. It was based on the MVN skewness and kurtosis.
Hi Norlianida. This m-file was already developed and published since 6 years in this forum [http://www.mathworks.com/matlabcentral/fileexchange/17530-dorhanomunortest]. I see it is pretty much a copy of it. The help section with a little modification. In particular, I think you should do a very thorough search, especially in this forum, in any previous coding of any procedure of interest. I think still there are many, many statistical procedures that require and are waiting to be coded and developed into Matlab.
Prof. Antonio Trujillo-Ortiz
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