As of Version 8, HotellingTSquareDistribution is part of the built-in Wolfram Language kernel.

represents Hotelling's distribution with dimensionality parameter p and degrees of freedom parameter m.


  • To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • is a univariate distribution derived from the multivariate normal distribution.
  • The probability density for value x in Hotelling's distribution is proportional to for .
  • The parameters p and m can be any positive real numbers such that .
  • can be used with such functions as Mean, CDF, and RandomReal.
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