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Tagged with hotelling-t2 t-test
6 questions
7
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What is a generalisation of t-test to the case of multivariate distribution?
When we have a sample of numbers, one of the most basic tests is the t-test, in which we check the null hypothesis that the population mean is equal to zero.
I am interested in a generalisation of ...
- 724
1
vote
1
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Multiple comparisons problem one-sample t-test
I asked participants to rate the valence of 92 objects on a 7-point scale from negative to positive. I want to know for each object whether it's valence is significantly different from 4, i.e., the ...
- 61
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Minimum sample size heuristic for using Hotelling's T$^2$ test
My understanding is that for non-normal data, a widely accepted heuristic for using the t-test is a sample size of at least $n=30$. Since for smaller sample sizes the distribution of the sample mean ...
- 1,463
0
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Testing the randomness of allocation of multivariate dataset
Everyday we allocate mortgages between two investor platforms. Within each risk segment and term (length of mortgage in years), mortgages are allocated based on investor demand randomly. ie 70/30 ...
- 101
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How to interpret Hotelling T2 results
I've been presented with report that compares two items, each having over 400 data points. Because it's multivariate, the Hotelling T2 test was used and the result was the Hostelling ellipsoid with ...
- 211
7
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Alternative distribution of $T^2$ statistic without Gaussian assumption
Background
Let $p(x)$ be an arbitrary distribution defined on $\mathbb{R}^d$. Define $\mu = \mathbb{E}[x]$. Given an i.i.d. sample $x_1, \ldots, x_n \sim p(x)$, consider the following $T^2$ statistic ...
- 2,133