Computing Power and Sample Size for Hotelling T2 Test

Abstract

Multiple comparisons often arises in statistical analysis and several methods exist for adjusting statistical significance levels taking into consideration the sample size and the power of the test. ln this paper Hotelling T-Square method for handling multiplicity in the p-variate two sample cases is discussed. A generalized method is derived for computing the exact power for the test. Apart from sample sizes, the magnitude and the direction of correlation between the variables also contributed to the power size of the test.