Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| T²-критерій Хотеллінга× | t-критерій Велча (нерівні дисперсії)× | |
|---|---|---|
| Галузь | Статистика | Статистика |
| Родина | Hypothesis test | Hypothesis test |
| Рік появи≠ | 1931 | 1947 |
| Автор методу≠ | Harold Hotelling | B. L. Welch |
| Тип≠ | Multivariate parametric mean comparison | Parametric mean comparison (unequal variances) |
| Основоположне джерело≠ | 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 ↗ |
| Інші назви | Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squared | unequal variances t-test, Welch-Satterthwaite t-test, Welch t-Testi (Eşit Olmayan Varyans) |
| Пов'язані≠ | 6 | 4 |
| 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. | 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. |
| ScholarGateНабір даних ↗ |
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