R: Approximate Hotelling T^2-Test for One Sample Means

approx.hotelling.diff.test {ergm} | R Documentation

## Approximate Hotelling T^2-Test for One Sample Means

### Description

A multivariate hypothesis test of difference between a vector of sample means and a vector of true means (`mu`). The null hypothesis assumes no differences for each pair of sample mean and true mean, the alternative hypothesis assumes not all pairs are equal. Smaller p-value would reject the null hypothesis. The distribution under the null hypothesis is an approximation to Hotelling's T^2 distribution, hence the test is an approximated test.

### Hotelling's T^2 distribution

A multivariate method that is the multivariate counterpart of Student's t and which also forms the basis for certain multivariate control charts is based on Hotelling's T2 distribution, which was introduced by Hotelling (1947).

### References

Hotelling, H. (1947). Multivariate Quality Control. In C. Eisenhart, M. W. Hastay, and W. A. Wallis, eds. Techniques of Statistical Analysis. New York: McGraw-Hill.

[Package ergm version 3.8.0 Index]