Harold Hotelling (Fulda, Minnesota, september 29, 1895 - december 26, 1973) was a mathematical statistician. His name is known to all statisticians because of Hotelling's T-square distribution and its use in statistical hypothesis testing and confidence regions. He also introduced canonical correlation analysis, and is the eponym of Hotelling's law and Hotelling's rule in economics.

He was a member of the faculty of Columbia University from 1931 until 1946, and a member of the department of statistics at the University of North Carolina at Chapel Hill from 1946 until his death. A street in Chapel Hill bears his name. In 1972 he received the North Carolina Award for contributions to science.

The historian Stephen Stigler has said that it was because of Hotelling's suggestion in a letter to R.A. Fisher that cumulants are known by their now-standard name.

Works

• "A General Mathematical Theory of Depreciation", 1925, Journal of ASA.
• "Differential Equations Subject to Error", 1927, Journal of ASA
• "Applications of the Theory of Error to the Interpretation of Trends", with H. Working, 1929, Journal of ASA.
• "Stability in Competition", 1929, EJ.
• "The Economics of Exhaustible Resources", 1931, JPE.
• "The Generalization of Student's Ratio", 1931, Annals of Mathematical Statistics.
• "Edgeworth's Taxation Paradox and the Nature of Supply and Demand Functions", 1932, JPE.
• "Analysis of a Complex of Statistical Variables with Principal Components",1933, Journal of Educational Psychology
• "Demand Functions with Limited Budgets", 1935, Econometrica.
• "The most predictable criterion", 1935, Journal of Educational Psychology
• "Relation Between Two Sets of Variates", 1936, Biometrika.
• "Rank Correlation and Tests of Significance Involving no Assumption of Normality", in "American Mathematical Statistics", 1936 (coauthor M. R. Pabst)
• "The General Welfare in Relation to Problems of Taxation and of Railway and Utility Rates", 1938, Econometrica.
• "A generalized T-Test and measure of multivariate dispersion", Proc. Second Berkley Symposium of Mathematical Statistics and Probability, 1951

External links

• New School: Harold Hotelling

• American Statistical Association: Harold Hotelling

These entries have photographs. There is another at

• Harold Hotelling on the Portraits of Statisticians page.

For Hotelling's PhD students see

• Harold Hotelling on the Mathematics Genealogy Project page.

1895 births | 1973 deaths | Statisticians | Economists

Harold Hotelling | Harold Hotelling | Harold Hotelling | Хотеллинг, Гарольд