Introduction to Probability

CHAPTER 6IMPORTANT MULTIVARIATE DISTRIBUTIONS

Harold Hotelling (Fulda, Minnesota 1895 – Chapel Hill, North Carolina 1973)

Harold Hotelling was born on 29 September 1895, in Fulda, Minnesota, and died on 26 December 1973, at the age of 78, in Chapel Hill, North Carolina. After completing his BA and MA in 1919 and 1921, respectively, at the University of Washington, he went to Princeton University and finished his PhD in 1924 under the supervision of Professor Oswald Veblen. He was much influenced by the book Statistical Methods for Research Workers by Ronald Fisher with whom he maintained a good professional relationship. He developed Hotelling's ‐squared distribution, a generalization of Student's ‐distribution to the multivariate case, and demonstrated its applications in tests of hypotheses and confidence regions. He also developed canonical correlation analysis and principal component analysis which are some of the most commonly used statistical techniques. He was Associate Professor at Stanford University during 1927–1931, then at Columbia University from 1931 to 1946, and finally served as Professor at the University of North Carolina at Chapel Hill from 1946 until his death ...