Hi, I have a question, what will I do with this?
In univariate analysis, if the population standard deviation σ is known, the appropriate
statistic for testing Ho= u=uo is zc= (X ̅-uo)/(σ/√n). To perform a 2-tailed test, the result is then compared with zα/2(This is an exact test.) What is the multivariate analogue of the above procedure for
performing a 2-tailed test of Ho: vec(u) vec(uo ) when the population covariance matrix Σ isknown?