% -*- texinfo -*- % @deftypefn {Function File} {[@var{pval}, @var{tsq}] =} hotelling_test (@var{x}, @var{m}) % For a sample @var{x} from a multivariate normal distribution with unknown % mean and covariance matrix, test the null hypothesis that @code{mean % (@var{x}) == @var{m}}. % % Hotelling's @math{T^2} is returned in @var{tsq}. Under the null, % @math{(n-p) T^2 / (p(n-1))} has an F distribution with @math{p} and % @math{n-p} degrees of freedom, where @math{n} and @math{p} are the % numbers of samples and variables, respectively. % % The p-value of the test is returned in @var{pval}. % % If no output argument is given, the p-value of the test is displayed. % @end deftypefn

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