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Statistics.HotellingT2One Method
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One-sample Hotelling T2 test.

Syntax
C#
Visual Basic
public static double HotellingT2One([In] TMtx X, [In] TVec Means, out double Signif, out THypothesisResult hRes, [In] double Alpha);
Parameters
Parameters 
Description 
[In] TMtx X 
Stores test values, each row representing different case and each column representing different response variable. The assumption is data is approximately multivariate normal. 
[In] TVec 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. 
out double Signif 
(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. 
out THypothesisResult hRes 
Returns the result of the null hypothesis (default assumption is variable means are equal to Means vector). 
[In] double 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 one-sample test.

Remarks

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 population follows the multivariate normal distribution.
  • The members of the sample are independent.

 

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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