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: statistics