Multivariate statistics and Machine learning - a full course - Hotelling's T-square - explained with a simple example

See all my videos at https://www.tilestats.com/ In this video, we will discuss the Hotelling's T-square test. We will start by comparing it to ANOVA, MANOVA and the t-test. Then (03:15) we will see how we can calculate the test statistic, F-ratio and p-value based on a simple example. I recommend that you first watch the video about the Euclidean distance and Mahalanobis distance because the Hotelling's T-square test statistic involves the calculation of the Mahalanobis distance.