 |
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.
更多信息
- 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.
