I'm trying to understand why $ (\bar{x} - \mu)' \hat{\Sigma}_{\bar{x}}^{-1} (\bar{x} - \mu) $ follows a Hotelings T-squared distribution. Isn't the factor (n-1) missing, so that $ \hat{\Sigma}_{\bar{x}} $ follows a Wishart Distribution ? Thank you.
2026-03-31 20:11:52.1774987912
Transform Normal distribution into Hotelings $T^2$
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