設X~Np(μ,∑),S~Wp(n,∑),且X與S相互獨立,n≥p,則稱統計量T2=nX'S-1X的分布為非中心Hotelling T2分布,記為T2~T2(p,n,μ)。當μ=0時,稱T2服從(中心)Hotelling T2分布,記為T2(p,n),由於這一統計量的分布首先由Harold Hotelling提出來的,故稱Hotelling T2分布,值得指出的是,我國著名統計學家許寶碌先生在1983年用不同方法也導出T2分布的密度函式。
基本介紹
- 中文名:霍特林統計量
- 外文名:Hotelling statistic
- 所屬學科:數學(統計學)
- 別名:T2統計量、Hotelling統計量
- 提出者:Harold Hotelling
基本概念
![](/img/9/a5c/987f8f0fa98db14b19b4c7ee029b.jpg)
![](/img/9/65f/32f2bf381b6bfc0d77ba4c4d96df.jpg)
![](/img/c/f90/9fc54bdcafac7f6051ad792f0a6b.jpg)
![](/img/9/65f/32f2bf381b6bfc0d77ba4c4d96df.jpg)
![](/img/6/af2/ce801bf7075a6722e62e9479a7e4.jpg)
![](/img/e/08e/87e15561c122f55a2aa9db4f3fae.jpg)
![](/img/e/08e/87e15561c122f55a2aa9db4f3fae.jpg)
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/e/08e/87e15561c122f55a2aa9db4f3fae.jpg)
相關結論
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/9/65f/32f2bf381b6bfc0d77ba4c4d96df.jpg)
![](/img/1/a9d/dd3e07242b1b823a3dccb7ca12f4.jpg)
![](/img/7/553/42b0758ec30fc91887e5efd26e2e.jpg)
![](/img/b/768/3f89de366915274932adc1ef4bf3.jpg)
![](/img/8/395/127dc6c34eae8ebe2fff0998dd06.jpg)
![](/img/e/08e/87e15561c122f55a2aa9db4f3fae.jpg)
![](/img/8/395/127dc6c34eae8ebe2fff0998dd06.jpg)
![](/img/9/a39/88b9d34ead6ced96e68460acbeef.jpg)
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/5/0ad/45df7002263139fb16093b077145.jpg)
![](/img/d/739/3c8e15b50a4e8b4a5b11ac5295aa.jpg)
![](/img/6/98d/91e5706a3897cca3cfb8cfef0605.jpg)
![](/img/5/672/4ed7b28563c74b654a41d484848a.jpg)
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/9/e84/36707359f3195bdf673bb377a634.jpg)
![](/img/5/0ad/45df7002263139fb16093b077145.jpg)
![](/img/d/a15/f8e82a449b778d8cbd38d56a979c.jpg)
![](/img/3/9bf/970bded19b43196cb08408765118.jpg)
![](/img/e/017/a4e47da914bf6000b59918593dcf.jpg)
![](/img/5/65a/ec7c0fee0363cee3948dd8fc79a5.jpg)
![](/img/c/d10/6dca134991d283bce2a962049dc7.jpg)
![](/img/5/65a/ec7c0fee0363cee3948dd8fc79a5.jpg)
![](/img/5/65a/ec7c0fee0363cee3948dd8fc79a5.jpg)
![](/img/8/25f/1d072569cf8b9eb4d636d4f2e026.jpg)
![](/img/b/7ec/e249eb20a13930e5f86ed8da9ea2.jpg)
![](/img/2/78b/48fa569e4738e8eacd8b3be02056.jpg)