Double HotellingT2Two(TMtx X1, TMtx X2, ref Double Signif, ref THypothesisResult hRes, ref Double v, TVec Means, Boolean EqualCovariances, Double Alpha)
Two-sample Hotelling T2 test.
| # | Name | Description |
|---|---|---|
| 1 | X1 | First test data. |
| 2 | X2 | Second test data. |
| 3 | Means | Stores estimated mean for each variable. An exception is raised if Means Length is not equal to X1 or X2 columns. |
| 4 | hRes | Returns the result of the null hypothesis (default assumption is both tests variable means are equal to Means vector). |
| 5 | v | Returns n1+n2-2 for equal covariances, v for unequal covariance matrices. |
| 6 | Alpha | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
| 7 | EqualCovariances | Assume both test have equal variances. If this is not the case, set EqualCovariances to false. |
| 8 | Signif | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
Returns: Double - Hotelling T2 Statistics for two-sample test.
Remarks:
Performs two-sample Hotelling T2 test on samples X1 and X2. For this test the assumptions of equal variances and normally distributed residuals are used. Use the Dew.Stats.Units.Statistics.MBoxTest routine to check if both tests have equal variances.
See Also: Statistics.MBoxTest