Statistical Inference for Means

Abstract

In this chapter we study selected problems of hypothesis testing and confidence regions in multivariate statistics. We will focus mostly on T ²-tests, or Hotelling’s T ², after the statistician Harold Hotelling (1895–1973). In the spirit of this book, which emphasizes parameter estimation more than testing, we will give rather less attention to aspects of hypotheses testing than traditional textbooks on multivariate statistics. In particular, we will largely ignore problems like optimality criteria or power of tests. Instead, we will focus on a heuristic foundation to the T ²-test methodology, for which we are well prepared from Chapter 5.