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Тест Хотеллинга T²×t-критерий Уэлча (неравные дисперсии)×
ОбластьСтатистикаСтатистика
СемействоHypothesis testHypothesis test
Год появления19311947
Автор методаHarold HotellingB. L. Welch
ТипMultivariate parametric mean comparisonParametric mean comparison (unequal variances)
Основополагающий источникHotelling, 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 ↗
Другие названияHotelling 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)
Связанные64
СводкаHotelling'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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ScholarGateСравнение методов: Hotelling's T² Test · Welch t-test. Получено 2026-06-18 из https://scholargate.app/ru/compare