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.




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