VarianceTest[list, \[Sigma]_0 2] performs a test with null hypothesis \[Sigma]^2 = \[Sigma]_0 2.
As of Version 7.0, DesignedRegress has been superseded by LinearModelFit.
As of Version 7.0, DesignMatrix is part of the built-in Mathematica kernel.
As of Version 7.0, IncludeConstant has been renamed to IncludeConstantBasis and is part of the built-in Mathematica kernel.
Regress
(Obsolete Linear Regression Package Symbol) As of Version 7.0, Regress has been superseded by LinearModelFit.
As of Version 8, HotellingTSquareDistribution is part of the built-in Mathematica kernel.
KendallRankCorrelation[xlist, ylist] gives Kendall's rank correlation coefficient \[Tau] for the real-valued vectors xlist and ylist.
MedianMethod is an option for MultivariateMedianDeviation that specifies the multivariate median to use.
As of Version 8, MultinomialDistribution is part of the built-in Mathematica kernel.
As of Version 8, MultinormalDistribution is part of the built-in Mathematica kernel.