MultivariateStatistics`
MultivariateStatistics`

HotellingTSquareDistribution

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

HotellingTSquareDistribution[p,m]

represents Hotelling's distribution with dimensionality parameter p and degrees of freedom parameter m.

Details

• To use HotellingTSquareDistribution, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• HotellingTSquareDistribution is a univariate distribution derived from the multivariate normal distribution.
• The probability density for value x in Hotelling's 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 .
• HotellingTSquareDistribution can be used with such functions as Mean, CDF, and RandomReal.

Examples

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Basic Examples(3)

 In:= The mean of a Hotelling distribution:

 In:= Out= In:= The variance:

 In:= Out= In:= Probability density function:

 In:= Out= In:= Out= 