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Hotelling's T² 검정×독립 표본 t-검정×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19311908
창시자Harold HotellingStudent (W. S. Gosset)
유형Multivariate parametric mean comparisonParametric mean comparison
원전Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Student (1908). The probable error of a mean. Biometrika, 6(1), 1–25. DOI ↗
별칭Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredstudent t-test, two-sample t-test, unpaired t-test, bağımsız örneklem t-testi
관련64
요약Hotelling'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.The independent samples t-test is a parametric hypothesis test that compares the means of two independent groups to decide whether they differ significantly. It builds on the t-distribution introduced by Student (W. S. Gosset) in 1908 and assumes the measured values are continuous, approximately normally distributed, and have equal variances.
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