Definition:Hotelling's T-Test
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Definition
Hotelling's $T$-test is a generalization of the $t$-test to hypothesis tests about multivariate normal distribution expectations.
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Also see
- Results about Hotelling's $T$-test can be found here.
Source of Name
This entry was named for Harold Hotelling.
Historical Note
Hotelling's $T$-test was devised by Harold Hotelling in $1931$.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Hotelling's $T$-test
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Hotelling's $T$-test