Harold Hotelling

Harold Hotelling
Born(1895-09-29)September 29, 1895
DiedDecember 26, 1973(1973-12-26) (aged 78)
Alma materUniversity of Washington (BA, MA)
Princeton University (PhD)
Known forHotelling's T-square distribution
Canonical correlation analysis
Hotelling's law
Hotelling's lemma
Hotelling's rule
Hotelling's location model
Working–Hotelling procedure
AwardsNorth Carolina Award 1972
Scientific career
FieldsStatistics
Economics
InstitutionsUniv. of North Carolina 1946–1973
Columbia University 1931–1946
Stanford University 1927–31
Doctoral advisorOswald Veblen
Doctoral studentsKenneth Arrow
Seymour Geisser
Ralph A. Bradley

Harold Hotelling (/ˈhtəlɪŋ/; September 29, 1895 – December 26, 1973) was an American mathematical statistician and an influential economic theorist, known for Hotelling's law, Hotelling's lemma, and Hotelling's rule in economics, as well as Hotelling's T-squared distribution in statistics.[1][2] He also developed and named the principal component analysis method widely used in finance, statistics and computer science.

He was associate professor of mathematics at Stanford University from 1927 until 1931, a member of the faculty of Columbia University from 1931 until 1946, and a professor of Mathematical Statistics 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.

  1. ^ Dodge, Y. (2008). The concise encyclopedia of statistics, Springer
  2. ^ Gaspard, Marion; Missemer, Antoine; Mueller, Thomas Michael (2024). "A Journey into Harold Hotelling's Economics". Journal of Economic Literature. 62 (3): 1186–1212. doi:10.1257/jel.20231700. ISSN 0022-0515.