Harold Hotelling

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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 founding member of the first department of statistics in the United States 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 Ronald Fisher that cumulants are known by their now-standard name.

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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