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.