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Diferentsiaalanalyys×Hotellingi T²-test×Multivariatsiooniline dispersioonanalüüs (MANOVA)×
ValdkondStatistikaStatistikaStatistika
PerekondLatent structureHypothesis testHypothesis test
Tekkeaasta193619311932
LoojaRonald A. FisherHarold HotellingSamuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.)
TüüpSupervised classification and dimension reductionMultivariate parametric mean comparisonParametric multivariate mean comparison
AlgallikasFisher, R. A. (1936). The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2), 179–188. DOI ↗Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Tabachnick, B.G. & Fidell, L.S. (2013). Using Multivariate Statistics (6th ed.). Pearson. ISBN: 978-0205849574
RööpnimetusedLDA, Fisher discriminant analysis, discriminant function analysis, canonical discriminant analysisHotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredMultivariate ANOVA, Çok Değişkenli ANOVA (MANOVA)
Seotud465
KokkuvõteDiscriminant analysis finds linear combinations of predictor variables that best separate two or more known groups. It is used both to understand which predictors distinguish the groups and to classify new observations into those groups with minimum error.Hotelling'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.MANOVA is a parametric hypothesis test that simultaneously compares group means across multiple continuous dependent variables, controlling the inflation of Type I error that would result from running separate ANOVAs. Key multivariate test statistics — Wilks' Lambda, Pillai's Trace, Hotelling-Lawley Trace, and Roy's Greatest Root — were developed between the 1930s and 1950s, with Wilks' Lambda formalised by Samuel Stanley Wilks in 1932.
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ScholarGateVõrdle meetodeid: Discriminant Analysis · Hotelling's T² Test · MANOVA. Loetud 2026-06-20 aadressilt https://scholargate.app/et/compare