I collected data (5 variables) for 1000 items.
#example data (my data is not neccesarily multivariate normal!)
data <- rbind(c(7.2, 9, 14.1, 22.3, 3.9),
cbind(x1=rnorm(999,10,1), x2=rnorm(999,8,0.2), x3=rnorm(999,12.4,1.2), x4=rnorm(999,17.8,1.09), x5=rnorm(999,8.9,2.1)))
Since I suspect the first item (1st row, data[1,]) to belong to the same multivariate distribution, I'd like to calculate the probability that this specific item has been drawn from the empirical distribution (estimated by the remaining 999 x 5 item values, data[-1,]).
How can I estimate this probability using R? Every idea is appreciated!
Thanks a lot in advance for your help!