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Hotelling's T² Test

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.

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Hotelling's Two-Sample T-Squared Test

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Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. · URL

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