Hotelling

Hotelling

Harold Hotelling (* 29. September 1895 in Fulda, Minnesota; † 26. Dezember 1973) war ein US-amerikanischer Statistiker und Volkswirt.

Hotelling verbrachte den größten Teil seiner Kindheit in Seattle. Nach dem Bachelor in Journalismus im Jahr 1919 beendete er 1921 ein Studium der Mathematik an der University of Washington mit dem akademischen Grad eines Master. 1924 promovierte er an der Princeton University, danach war er als Wissenschaftler an der Stanford University tätig. Zwischen 1931 und 1946 forschte er an der Columbia University, bevor er Mitbegründer des ersten Fachbereichs für Statistik in den Vereinigten Staaten an der University of North Carolina at Chapel Hill war. Dort lehrte er bis zu seinem Tod.

Hotelling gilt als einer der wichtigsten Statistiker und Ökonomen des frühen 20. Jahrhunderts. Insbesondere in der Grundlegung der multivariaten Statistik war sein Einfluss enorm, unter anderem führte er in den 1930er Jahren die Konzepte der kanonischen Korrelationsanalyse und der Hauptkomponentenanalyse ein. Nach ihm benannt ist die Hotelling-T-Quadrat-Verteilung.

Im Jahr 1972 wurde ihm der North Carolina Award verliehen.

Siehe auch

Werke

  • "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", mit 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 (Mitautor 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

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