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Hotelling's T-squared distribution

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Hotelling's T-squared distribution

multivariate probability distribution related to the F-distribution; the distribution of a set of sample statistics that are generalizations of the statistics underlying the Student's t-distribution

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About Hotelling's T-squared distribution

In statistics, particularly in hypothesis testing, the Hotelling's T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and is most notable for arising as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's t-distribution.

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