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Recall thatX=1nni=1Xi,S=1n1ni=1(XiX)(XiX). Consider the following hypothesesH0:=0VSH1:,0for a population with general multivariate distributions. WerejectH0at levelif Hotelling'sT2statisticT2=n(X0)S1(X0)>(n1)pnpFp.np()whereFp,np() denotes the upper 100-th percentile of an F-distribution ofFp,np.
Recall thatX=1nni=1Xi,S=1n1ni=1(XiX)(XiX). Consider the following hypothesesH0:=0VSH1:,0for a population with general multivariate distributions. WerejectH0at levelif Hotelling'sT2statisticT2=n(X0)S1(X0)>(n1)pnpFp.np()whereFp,np() denotes the upper 100-th percentile of an F-distribution ofFp,np.
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