Hotelling's T-squared statistic

Hotelling's T-squared statistic is a measure used in statistics to compare the means of two groups across multiple variables simultaneously. Think of it as a multivariate extension of the t-test, assessing whether the overall average profiles differ significantly. It considers the differences in all measured variables at once, accounting for their relationships, and calculates a value indicating how distinct the groups are. If this value is large enough, it suggests the groups differ meaningfully in their combined characteristics. It’s often used in quality control, medical research, and multivariate data analysis to detect differences between groups.