The phrase "T distribution" may refer to
*
Student's t-distribution in univariate probability theory,
*
Hotelling's T-square distribution
In statistics, particularly in hypothesis testing, the Hotelling's ''T''-squared distribution (''T''2), proposed by Harold Hotelling, is a multivariate probability distribution that is tightly related to the ''F''-distribution and is most not ...
in multivariate statistics.
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Multivariate Student distribution
In statistics, the multivariate ''t''-distribution (or multivariate Student distribution) is a multivariate probability distribution. It is a generalization to random vectors of the Student's ''t''-distribution, which is a distribution applic ...
.
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