For a sample x from a multivariate normal distribution with unknown
mean and covariance matrix, test the null hypothesis that
mean (x) == m
.
Hotelling’s T^2 is returned in tsq. Under the null, (n-p) T^2 / (p(n-1)) has an F distribution with p and n-p degrees of freedom, where n and p are the numbers of samples and variables, respectively.
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: statistics