Editing Multivariate statistics (section)

==Important probability distributions==
There is a set of [[probability distribution]]s used in multivariate analyses that play a similar role to the corresponding set of distributions that are used in [[univariate analysis]] when the [[normal distribution]] is appropriate to a dataset. These multivariate distributions are:
:*[[Multivariate normal distribution]]
:*[[Wishart distribution]]
:*[[Multivariate Student distribution|Multivariate Student-t distribution]].
The [[Inverse-Wishart distribution]] is important in [[Bayesian inference]], for example in [[Bayesian multivariate linear regression]]. Additionally, [[Hotelling's T-squared distribution]] is a multivariate distribution, generalising [[Student's t-distribution]], that is used in multivariate [[Statistical hypothesis testing|hypothesis testing]].