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One-sample problem: Hotelling’s T2-test

  • Hannu Oja
Chapter
Part of the Lecture Notes in Statistics book series (LNS, volume 199)

Abstract

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.

Keywords

Multivariate Normal Distribution Sample Covariance Matrix Estimate Covariance Matrix Noncentrality Parameter Bivariate Vector 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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