Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| T²-критерій Хотеллінга× | Багатовимірний дисперсійний аналіз (MANOVA)× | |
|---|---|---|
| Галузь | Статистика | Статистика |
| Родина | Hypothesis test | Hypothesis test |
| Рік появи≠ | 1931 | 1932 |
| Автор методу≠ | Harold Hotelling | Samuel Stanley Wilks (Wilks' Lambda, 1932); Roy, Hotelling, Pillai (mid-20th c.) |
| Тип≠ | Multivariate parametric mean comparison | Parametric multivariate mean comparison |
| Основоположне джерело≠ | 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 |
| Інші назви≠ | Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared | Multivariate ANOVA, Çok Değişkenli ANOVA (MANOVA) |
| Пов'язані≠ | 6 | 5 |
| Підсумок≠ | 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. |
| ScholarGateНабір даних ↗ |
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