HotellingTSquareDistribution

HotellingTSquareDistribution[p, m] represents Hotelling's T² distribution with dimensionality parameter p and m degrees of freedom.

Examples

dist = HotellingTSquareDistribution[3, 10];
Mean[dist]

PDF[HotellingTSquareDistribution[2, 5], x]

Please visit the official Wolfram Language Reference for more details.