Hotelling's T² · Statistics Graduate Level

Statistics Graduate Level Quiz

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ADVANCED TOPICS IN GRADUATE STATISTICS

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PASSAGE

For a one-sample problem, let

d=\bar{x}-\mu_0

and suppose the sample covariance matrix

S

is positive definite. After examining the data, an investigator searches over all nonzero vectors

a

for the standardized linear combination that appears most inconsistent with the null.

Which statement correctly describes the relationship between this search and Hotelling's statistic?

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