PillaiTraceTest—Wolfram Documentation

PillaiTraceTest[m1,m2]

tests whether the matrices m1 and m2 are independent.

Details and Options

Examples

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Basic Examples  (2)

Test whether two vectors are independent:

Test whether two matrices are independent:

At the 0.05 level, there is insufficient evidence to reject independence:

Scope  (8)

Testing  (5)

Test whether two vectors are independent:

The -values are typically large when the vectors are independent:

The -values are typically small when there are dependencies:

Test whether two matrices are independent:

The -values are typically small for dependent matrices:

The -values are typically large when matrices are independent:

Create a HypothesisTestData object for repeated property extraction:

The properties available for extraction:

Extract some properties from the HypothesisTestData object:

The -value and test statistic:

Extract any number of properties simultaneously:

The -value and test statistic:

Reporting  (3)

Tabulate the results from the test:

A table of the test results:

Retrieve the entries from a test table for customized reporting:

Tabulate the -value or test statistic:

The -value from the table:

The test statistic from the table:

Options  (10)

Method  (4)

By default, -values are computed using asymptotic test statistic distributions:

The -value can be obtained using permutation methods:

Set the number of permutations to use:

By default, random permutations are used:

Set the seed used for generating random permutations:

SignificanceLevel  (2)

Set the significance level for diagnostic tests:

By default, 0.05 is used. The message shows 0.025 because two tests were performed:

The significance level is also used for "TestConclusion" and "ShortTestConclusion":

VerifyTestAssumptions  (4)

By default, normality is tested when appropriate:

Diagnostics can be controlled as a group using All or None:

Verify all assumptions:

Check no assumptions:

Diagnostics can be controlled independently:

Check for normality:

Explicitly set the diagnostic result:

It is often useful to bypass diagnostic tests for simulation purposes:

The assumptions of the test hold by design, so a great deal of time can be saved:

The results are identical:

Properties & Relations  (4)

Neat Examples  (1)

Compute the statistic when the null hypothesis is true:

The test statistic given a particular alternative:

Compare the distributions of the test statistics:

Wolfram Research (2012), PillaiTraceTest, Wolfram Language function, https://reference.wolfram.com/language/ref/PillaiTraceTest.html.

Text

Wolfram Research (2012), PillaiTraceTest, Wolfram Language function, https://reference.wolfram.com/language/ref/PillaiTraceTest.html.

CMS

Wolfram Language. 2012. "PillaiTraceTest." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/PillaiTraceTest.html.

APA

Wolfram Language. (2012). PillaiTraceTest. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/PillaiTraceTest.html

BibTeX

@misc{reference.wolfram_2025_pillaitracetest, author="Wolfram Research", title="{PillaiTraceTest}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/PillaiTraceTest.html}", note=[Accessed: 23-February-2026]}

BibLaTeX

@online{reference.wolfram_2025_pillaitracetest, organization={Wolfram Research}, title={PillaiTraceTest}, year={2012}, url={https://reference.wolfram.com/language/ref/PillaiTraceTest.html}, note=[Accessed: 23-February-2026]}