Mathematician:Harold Hotelling

Mathematician

American mathematical statistician and an influential economic theorist.

Developed and named the principal component analysis method widely used in finance, statistics and computer science.

Nationality

American

History

• Born: September 29, 1895 in Fulda, Minnesota, U.S.
• Died: December 26, 1973 in Chapel Hill, North Carolina, U.S.

Theorems and Definitions

• Hotelling's $T$-Square Distribution
• Hotelling's $T$-test
• Hotelling's Law
• Hotelling's Lemma
• Hotelling's Rule
• Hotelling's Location Model
• Working-Hotelling Procedure (with Holbrook Working)
• Working-Hotelling-Scheffé Confidence Bands (with Holbrook Working and Henry Scheffé)

Results named for Harold Hotelling can be found here.

Definitions of concepts named for Harold Hotelling can be found here.

Publications

• 1925: A general mathematical theory of depreciation (JASA Vol. 20, no. 151: pp. 340 – 353)
• 1927: Differential equations subject to error, and population estimates (JASA Vol. 22, no. 159: pp. 283 – 314)
• 1927: Statistical methods for research workers by R. A. Fisher (JASA Vol. 22, no. 159: pp. 411 – 412)  www.jstor.org/stable/2276824
• 1929: Applications of the theory of error to the interpretation of trends (JASA Vol. 24, no. 165A: pp. 73 – 85) (with Holbrook Working)
• 1929: Stability in competition (The Economic Journal Vol. 39, no. 153: pp. 41 – 57)  www.jstor.org/stable/2224214
• 1931: The economics of exhaustible resources (Journal of Political Economy Vol. 39, no. 2: pp. 137 – 175)  www.jstor.org/stable/1822328
• 1931: The generalization of student's ratio (Ann. Math. Stat. Vol. 2, no. 3: pp. 360 – 378)
• 1932: Edgeworth's taxation paradox and the nature of demand and supply functions (Journal of Political Economy Vol. 40, no. 5: pp. 577 – 616)  www.jstor.org/stable/1822600
• 1933: Analysis of a complex of statistical variables into principal components (Journal of Educational Psychology Vol. 24, no. 6: pp. 417 – 441)
• 1933: Note on Edgeworth's taxation phenomenon and Professor Garver's additional condition on demand functions (Econometrica Vol. 1, no. 4: pp. 408 – 409)  www.jstor.org/stable/1907332
• 1935: Demand functions with limited budgets (Econometrica Vol. 3, no. 1: pp. 66 – 78)  www.jstor.org/stable/1907346
• 1935: The most predictable criterion (Journal of Educational Psychology Vol. 26, no. 2: pp. 139 – 142)
• 1936: Relation between two sets of variates (Biometrika Vol. 28, no. 3-4: pp. 321 – 377)  www.jstor.org/stable/2333955
• 1936: Rank correlation and tests of significance involving no assumption of normality (Ann. Math. Stat. Vol. 7, no. 1: pp. 29 – 43) (with Margaret R. Pabst)  www.jstor.org/stable/2957508
• 1938: The general welfare in relation to problems of taxation and of railway and utility rates (Econometrica Vol. 6, no. 3: pp. 242 – 269)  www.jstor.org/stable/1907054
• 1940: The teaching of statistics (Ann. Math. Stat. Vol. 11, no. 4: pp. 457 – 470)
• 1951: The impact of R.A. Fisher on statistics (JASA Vol. 46, no. 253: pp. 35 – 46)

Sources

• John J. O'Connor and Edmund F. Robertson: "Harold Hotelling": MacTutor History of Mathematics archive