From $n_1$ p-dimensional random vectors: $X_1,...,X_{n_1}$ independents with $X_i\sim N_p(\mu_1,\Sigma)$ and $n_2$ random vectors with the same dimension: $Y_1,...,Y_{n_2}$ independents with $Y_i\sim N_p(\mu_2,\Sigma)$. Find a statistic wich estimate the difference between population means and wich has $T^2$ Hotelling distribution.

I really stuck on this problem in the way I don't know how to create this statistic.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.