Talk:Hotelling's T-square distribution

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Hi Michael

that was a good edit!

I suppose if the observations are rank deficient, that would be equivalent to them all lying in a (p − 1)-dimensional hyperplane. I can't quite visualize the effect on W ^{− 1}. Any ideas as to how to "see" what's going on in this case?

best

Robinh 22:07, 26 Feb 2005 (UTC)

I'll think about that one. But notice that if the sample size is smaller than p, then you would necessarily have a rank deficiency. Michael Hardy 23:13, 26 Feb 2005 (UTC)