One-sample Hotelling T2 test.
function HotellingT2One(const X: TMtx; const Means: TVec; out Signif: double; out hRes: THypothesisResult; const Alpha: double = 0.05): double; overload;
Parameters |
Description |
X |
Stores test values, each row representing different case and each column representing different response variable. The assumption is data is approximately multivariate normal. |
Means |
Stores estimated mean for each variable. An exception is raised if Means Length is not equal to Data columns. If Means is nil, the assumption is means are equal. |
Signif |
(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
hRes |
Returns the result of the null hypothesis (default assumption is variable means are equal to Means vector). |
Alpha |
Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Hotelling T2 Statistics for one-sample test.
Performs one-sample Hotelling T2 test. The one-sample T2 is used to test hypotheses about a set of means simultaneously. The null hypothesis is that sample means are equal to Means vector values. The following assumptions are made when using T2:
The one-sample T2 test may also be applied to the situation in which two samples are to be compared that had a natural pairing between two observation vectors. In this case the differences between the first and second measurements are formed and then used as data in unpaired Hotelling T2 test.
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