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HotellingTSquareDistribution

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

represents Hotelling's distribution with dimensionality parameter p and degrees of freedom parameter m.
MORE INFORMATION
  • 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 .
EXAMPLESCLOSE ALL
Basic Examples   (3)
The mean of a Hotelling distribution:
The variance:
Probability density function:
Needs["MultivariateStatistics`"]
The mean of a Hotelling distribution:
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Needs["MultivariateStatistics`"]
The variance:
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Needs["MultivariateStatistics`"]
Probability density function:
In[2]:=
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Out[2]=
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Out[3]=
Scope   (3)
Generate a set of pseudorandom numbers that follow a Hotelling distribution:
Properties & Relations   (1)
The probability density function integrates to unity:
Hotelling variables are related to F-ratio variables by a multiplicative constant:
Possible Issues   (2)
is not defined when :
is not defined when p is less than 0:
Substitution of invalid parameters into symbolic outputs gives results that are not meaningful:
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