Statistics.HotellingT2Two Function

Two-sample Hotelling T2 test.

Pascal

function HotellingT2Two(const X1: TMtx; const X2: TMtx; out Signif: double; out hRes: THypothesisResult; out v: double; const Means: TVec = nil; const EqualCovariances: boolean = true; const Alpha: double = 0.05): double; overload;

File

Statistics

Parameters

Parameters	Description
X1	First test data.
X2	Second test data.
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 both tests variable means are equal to Means vector).
v	Returns n1+n2-2 for equal covariances, v for unequal covariance matrices.
Means	Stores estimated mean for each variable. An exception is raised if Means Length is not equal to X1 or X2 columns.
EqualCovariances	Assume both test have equal variances. If this is not the case, set EqualCovariances to false.
Alpha	Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected.

Returns

Hotelling T2 Statistics for two-sample test.

Description

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 MBoxTest routine to check if both tests have equal variances.