Question

Define Hotelling's T and its sampling
distribution​

Answer 1

Answer:

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.

The Hotelling's t-squared statistic (t2) is a generalization of Student's t-statistic that is used in multivariate hypothesis testing.