Harold Hotelling's T-squared test

Harold Hotelling's T-squared test is a statistical method used to compare two groups when analyzing multiple related measurements simultaneously. It determines whether the average profiles of these groups differ significantly across several variables at once, rather than just one. Think of it as a way to see if two sets of data are different overall, considering all variables together. This test is especially useful in fields like medicine or finance for detecting differences in complex data sets, providing a comprehensive check to decide if the groups are statistically distinct.