One-sample problem: Hotelling’s T2-test
We start with a one-sample location example with trivariate and bivariate observations. It is shown how a general score function T(y) is used to construct tests and estimates in the one-sample location problem. The identity score T(y) gives the regular Hotelling’s T 2-test and sample mean.
KeywordsMultivariate Normal Distribution Sample Covariance Matrix Estimate Covariance Matrix Noncentrality Parameter Bivariate Vector
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