Hotelling's T-squared distribution
MULTIVARIATE PROBABILITY DISTRIBUTION RELATED TO THE F-DISTRIBUTION; THE DISTRIBUTION OF A SET OF SAMPLE STATISTICS THAT ARE GENERALIZATIONS OF THE STATISTICS UNDERLYING THE STUDENT'S T-DISTRIBUTION
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In statistics, particularly in hypothesis testing, the Hotelling's T-squared distribution (T2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the F-distribution and is most notable for arising as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's t-distribution.