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C++ API

: [pval, tsq] = hotelling_test_2 (x, y)

For two samples x from multivariate normal distributions with the same number of variables (columns), unknown means and unknown equal covariance matrices, test the null hypothesis mean (x) == mean (y).

Hotelling’s two-sample T^2 is returned in tsq. Under the null,

(n_x+n_y-p-1) T^2 / (p(n_x+n_y-2))

has an F distribution with p and n_x+n_y-p-1 degrees of freedom, where n_x and n_y are the sample sizes and p is the number of variables.

The p-value of the test is returned in pval.

If no output argument is given, the p-value of the test is displayed.

Package: octave