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ホテリングのT²検定×Welchのt検定(等分散を仮定しない)×
分野統計学統計学
系統Hypothesis testHypothesis test
提唱年19311947
提唱者Harold HotellingB. L. Welch
種類Multivariate parametric mean comparisonParametric mean comparison (unequal variances)
原典Hotelling, 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 ↗
別名Hotelling 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)
関連64
概要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.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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ScholarGate手法を比較: Hotelling's T² Test · Welch t-test. 2026-06-18に以下より取得 https://scholargate.app/ja/compare