One-sample problem: Hotelling’s T2-test

Part of the Lecture Notes in Statistics book series (LNS, volume 199)


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.


Covariance Tral 


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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Tampere School of Public HealthUniversity of TampereTampereFinland

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