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Statistics and data science, defined

Hotelling Trace Coefficient

The Hotelling Trace coefficient (also called Lawley-Hotelling or Hotelling-Lawley Trace) is a statistic for a multivariate test of mean differences between two groups.

The null hypothesis is that centroids don’t differ between two groups.

The coefficient is equal to Hotelling’s T-Square divided by (N-m), where N is the total sample size, m is the number of groups.

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