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Hotelling's T-Squared Statistic

Statistical Theory and Methods

  1. A.K. Gupta

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vah016

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Gupta, A. 2006. Hotelling's T-Squared Statistic. Encyclopedia of Environmetrics. 3.

Author Information

  1. Bowling Green State University, OH, USA

Publication History

  1. Published Online: 15 SEP 2006

Abstract

The T2 statistic is used to test hypotheses about the population mean vector μ and to obtain confidence region for μ when the covariance matrix Σ is unknown.