data sweat;
input x1-x3;
cards;
3.7  48.5    9.3
5.7  65.1    8.0
3.8  47.2  10.9
3.2  53.2  12.0
3.1  55.5    9.7
4.6  36.1    7.9
2.4  24.8  14.0
7.2  33.1    7.6
6.7  47.4    8.5
5.4  54.1  11.3
3.9  36.9  12.7
4.5  58.8  12.3
3.5  27.8    9.8
4.5  40.2    8.4
1.5  13.5  10.1
8.5  56.4    7.1
4.5  71.6    8.2
6.5  52.8  10.9
4.1  44.1  11.2
5.5  40.9    9.4
run;
proc iml;
use sweat;
read all into x;
n=20;
p=3;
ones=j(n,1,1);
xbar=(1/n)*x`*ones;
resid=x-ones*xbar`;
s=(1/(n-1))*resid`*resid;
print xbar s;
mu0={4,50,10};
tsquared=n*(xbar-mu0)`*inv(s)*(xbar-mu0);
print tsquared;
critvalue05=((n-1)*p/(n-p))*finv(.95,p,n-p);
print critvalue05;
tailprob=1-probf((n-p)/((n-1)*p)*tsquared,p,n-p);
print tailprob;
run;
quit;

                                                    The SAS System                16:56 Monday, September 21, 2009   1

                                            XBAR         S

                                            4.64 2.8793684     10.01 -1.809053
                                            45.4     10.01 199.78842     -5.64
                                           9.965 -1.809053     -5.64 3.6276579


                                                       TSQUARED

                                                      9.7387729


                                                     CRITVALUE05

                                                       10.718605


                                                       TAILPROB

                                                      0.0649283