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Q157Section III (Statistics)157 of 180

The likelihood ratio test for a multivariate mean — flagged against standard Hotelling's T2T^2/F theory

Based on nn iid observations from multivariate normal distribution with mean μ‾\underline\mu and covariance matrix Σ\Sigma. The likelihood ratio test statistics to test whether μ‾=μ‾0\underline\mu=\underline\mu_0 follows:

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