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Hypothesis test

Hotelling T²检验

Hotelling T²检验是一种多元参数假设检验,用于同时比较两个独立组在多个连续结果变量上的均值向量。该检验由Harold Hotelling于1931年提出,是Student t检验的直接多元推广,用向量差取代了标量均值差,并由合并方差-协方差矩阵进行尺度调整。

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来源

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

如何引用本页

ScholarGate. (2026, June 1). Hotelling's Two-Sample T-Squared Test. ScholarGate. https://scholargate.app/zh/statistics/hotelling-t2

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被引用于

ScholarGateHotelling's T² Test (Hotelling's Two-Sample T-Squared Test). 于 2026-06-15 检索自 https://scholargate.app/zh/statistics/hotelling-t2 · 数据集: https://doi.org/10.5281/zenodo.20539026