In statistics, particularly in hypothesis testing, the Hotelling's T-squared distribution (T2), proposed by Harold Hotelling,[1] 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 Hote
![Hotelling's T-squared distribution - Wikipedia](https://cdn-ak-scissors.b.st-hatena.com/image/square/2e7762ba490592aa279b0da3a16bb47042c900f5/height=288;version=1;width=512/https%3A%2F%2Fupload.wikimedia.org%2Fwikipedia%2Fcommons%2F6%2F6a%2FHotelling-pdf.png)