Tsquared properties
WebThe TSquared procedure can be applied 1 or 2 times to the training set and outliers can be filtered at each round. The risk to work with a training set not clean is to have an univariate outlier which is an inlier in multivariate, the multivariate UCL being too … In statistics, particularly in hypothesis testing, the Hotelling's T-squared distribution (T ), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and is most notable for arising as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's t-distribution. The Hot…
Tsquared properties
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