Hotelling T2 tests

In literature the above diagnostic measures are known under different names. Instead of the score distance from Equation 3.27 which measures the deviation of each observation within the PCA space, often the Hotelling T2-test is considered. Using this test a confidence boundary can be constructed and objects falling outside this boundary can be considered as outliers in the PCA space. It can be shown that this concept is analogous to the concept of the score distance. Moreover, the score distances are in fact Mahalanobis distances within the PCA space. This is easily... 

The chemical concentration data from the 32 sherds (Tables II and III) were then analyzed by a series of two-way Hotelling T2 tests (41). The Hotelling test was chosen because of its applicability to multivariate analysis (42, 43) and was used to test for statistically significant differences between locations and between ware types. A statistically significant difference is identified when the calculated T2 value exceeds T2 for the specified level of confidence (95% in this case). The results of the Hotelling tests are shown in Table IV. 

Table IV. Results of the Two-Way Hotelling T2 Test When Applied to the Original Atomic Absorption Data for Element Concentrations ...

The following statistical measures are those most commonly found in software packages. First we mention HOTELLING S T2 for the 2-class case which is based on a generalized distance measure, the MAHALANOBIS distance D2, and from which a / -test can be derived ... 

Mahalanobis Distances and Probability Densities from Hotelling s T2 Statistic for Test Samples of Sulfamethoxazole Compared with the Sulfamethoxazole Training Set... 

Test Object Mahalanobis Distance Probability Density (Hotelling s T2)... 

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