Harold Hotelling
| Harold Hotelling | |
|---|---|
 |
|
| Born |
September 29, 1895 Fulda, Minnesota, U.S. |
| Died | December 26, 1973 (aged 78) Chapel Hill, North Carolina, U.S. |
| Nationality | United States |
| Fields |
Statistics Economics |
| Institutions |
Univ. of North Carolina 1946–73 Columbia University 1931–46 Stanford University 1927–31 |
| Alma mater |
Princeton University PhD 1924 University of Washington BA 1919, MA 1921 |
| Doctoral advisor | Oswald Veblen |
| Doctoral students |
Kenneth Arrow Seymour Geisser |
| Known for |
Hotelling's T-square distribution Canonical correlation analysis Hotelling's law Hotelling's lemma Hotelling's rule |
| Influenced | Kenneth Arrow, Seymour Geisser, Milton Friedman |
| Notable awards | North Carolina Award 1972 |
Harold Hotelling (/ˈhoʊtəlɪŋ/; September 29, 1895 – December 26, 1973) was a mathematical statistician and an influential economic theorist, known for Hotelling's law, Hotelling's lemma, and Hotelling's rule in economics, as well as Hotelling's T-squared distribution in statistics. He also developed and named the principal component analysis method widely used statistics and computer science.
He was Associate Professor of Mathematics at Stanford University from 1927 until 1931, a member of the faculty of Columbia University from 1931 until 1946, and a Professor of Mathematical 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.
Hotelling is known to statisticians because of Hotelling's T-squared distribution which is a generalization of the Student's t-distribution in multivariate setting, and its use in statistical hypothesis testing and confidence regions. He also introduced canonical correlation analysis.
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