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HotellingTSquareDistribution

HotellingTSquareDistribution[p, m]
represents Hotelling's T2 distribution with dimensionality parameter p and degrees of freedom parameter m.
  • HotellingTSquareDistribution is a univariate distribution derived from the multivariate normal distribution.
  • The probability density for value x in Hotelling's T2 distribution is proportional to x-1+p/2(1+x/m)-(m+1)/2 for x>0.
  • The parameters p and m can be any positive real numbers such that m>p.
  • HotellingTSquareDistribution can be used with such functions as Mean, CDF, and RandomReal.
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Basic Examples   (3)
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The mean of a Hotelling T2 distribution:
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The variance:
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Probability density function:
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