此为 Mathematica 7 文档,内容基于更早版本的 Wolfram 语言
查看最新文档(版本11.1)

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-1.
  • HotellingTSquareDistribution can be used with such functions as Mean, CDF, and RandomReal.
Needs["MultivariateStatistics`"]
The mean of a Hotelling T2 distribution:
In[2]:=
Click for copyable input
Out[2]=
 
Needs["MultivariateStatistics`"]
The variance:
In[2]:=
Click for copyable input
Out[2]=
 
Needs["MultivariateStatistics`"]
Probability density function:
In[2]:=
Click for copyable input
Out[2]=
In[3]:=
Click for copyable input
Out[3]=