In statistics Hotelling's T-squared distribution is important because it arises as the distribution of a set of statistics which are natural generalisations of the statistics underlying Student's t distribution. In particular, the distribution arises in multivariate statistics in undertaking tests of the differences between the (multivariate) means of different populations, where tests for univariate problems would make use of a t-test. It is proportional to the F distribution.
The distribution is named for Harold Hotelling, who developed it as a generalization of Student's t distribution.
Read more about Hotelling's T-squared Distribution: The Distribution, Hotelling's T-squared Statistic, Hotelling's Two-sample T-squared Statistic
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