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5 votes
1 answer
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Relation between Two Sample Hotelling's T-test and Mahalanobis Distance?

Mahalanobis distance is a measure of distance between a point and distribution. So if we want to check if a point belongs to a particular distribution or not, we can use Hotelling's T-test, which is ...
tehseen fatima's user avatar
4 votes
2 answers
2k views

Proof for two-sample Hotelling $T^2$ statistic?

I've been reading "A primer of multivariate statistics" by Richard J. Harris, page 546, which shows how to derive the Hotelling $T^2$ statistic, after seeing this related but different question (I ...
Clair Crossupton's user avatar
3 votes
1 answer
1k views

Hotelling T^2 test derivation question

I am reading about the Hotelling $T^2$ test (A primer of multivariate statistic s by Richard J. Harris). It says here that the test can be seen as creating a linear combination of your variables and ...
Diego's user avatar
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