Home > freetb4matlab > statistics > tests > hotelling_test.m

hotelling_test

PURPOSE ^

% For a sample @var{x} from a multivariate normal distribution with unknown

SYNOPSIS ^

function [pval, Tsq] = hotelling_test (x, m)

DESCRIPTION ^

% -*- 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

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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