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La prova T² d'Hotelling×Prova t de Welch (variances desiguals)×
CampEstadísticaEstadística
FamíliaHypothesis testHypothesis test
Any d'origen19311947
Autor originalHarold HotellingB. L. Welch
TipusMultivariate parametric mean comparisonParametric mean comparison (unequal variances)
Font seminalHotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Welch, B. L. (1947). The generalization of Student's problem when several different population variances are involved. Biometrika, 34(1/2), 28–35. DOI ↗
ÀliesHotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredunequal variances t-test, Welch-Satterthwaite t-test, Welch t-Testi (Eşit Olmayan Varyans)
Relacionats64
ResumHotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.Welch's t-test is a parametric hypothesis test that compares the means of two independent groups without assuming their variances are equal. It was introduced by B. L. Welch in 1947 as a more robust generalization of Student's two-sample test for situations where the two groups have different spread.
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