Talk:Hotelling's T-squared distribution: Difference between revisions

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Hi Michael

that was a good edit!

I suppose if the observations are rank deficient, that would be equivalent to them all lying in a (p − 1)-dimensional hyperplane. I can't quite visualize the effect on $W^{-1}$ . Any ideas as to how to "see" what's going on in this case?

best

Robinh 22:07, 26 Feb 2005 (UTC)

I'll think about that one. But notice that if the sample size is smaller than p, then you would necessarily have a rank deficiency. Michael Hardy 23:13, 26 Feb 2005 (UTC)

Confusing

Hello,

Could someone add a brief, common-sense explanation of what the T-square statistic actually is for? I have a somewhat vague idea, but nothing certain. Such an addition would be a much appreciated preface to the mathematical details. Thanks, 65.183.135.231 (talk) 04:58, 26 August 2008 (UTC)[reply]

Hi. The T-square statistic is a generalization of Student's t statistic that is used in multivariate hypothesis testing (cut-and-pasted from the article). In what way does this fall short of what you ask for? Best wishes, Robinh (talk) 07:10, 26 August 2008 (UTC)[reply]

Relation to Mahalanobis distance

The only difference is the factor of N. I have been trying to compare the results from some statistical software but I do not quite see their results to show this relationship. Shyamal (talk) 07:12, 26 December 2008 (UTC)[reply]

calculate mean as shown, but to generate W, sum over p, not k. this matches cov( ) in 'R-language'.

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 ==Relation to Mahalanobis distance==
 The only difference is the factor of N. I have been trying to compare the results from some statistical software but I do not quite see their results to show this relationship. [[User:Shyamal|Shyamal]] ([[User talk:Shyamal|talk]]) 07:12, 26 December 2008 (UTC)
+calculate mean as shown, but to generate W, sum over p, not k.  this matches cov( ) in 'R-language'.