Harold Hotelling

from Wikipedia, the free encyclopedia

Harold Hotelling (born September 29, 1895 in Fulda , Minnesota , † December 26, 1973 in Chapel Hill (North Carolina) ) was an American statistician and economist .

Hotelling spent most of his childhood in Seattle . After receiving a bachelor's degree in journalism in 1919, he graduated from the University of Washington in 1921 with a degree in mathematics with a master's degree . In 1924 he received his doctorate from Princeton University , after which he worked as a scientist at Stanford University . Between 1931 and 1946 he conducted research at Columbia University before co-founding the first department of statistics in the United States at the University of North Carolina at Chapel Hill . He taught there until his death.

Hotelling is considered one of the most important statisticians and economists of the early 20th century. His influence was enormous, particularly in laying the foundations for multivariate statistics ; among other things, he introduced the concepts of canonical correlation analysis and principal component analysis in the 1930s . Hotelling's T-square distribution is named after him .

In 1970 Hotelling was elected to the National Academy of Sciences and in 1972 he received the North Carolina Award .

See also

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 . (PDF file; 627 kB)
  • "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 (co-author MR Pabst )
  • "The General Welfare in Relation to Problems of Taxation and 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

Web links