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APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE by Dayanand N. Naik, Ravindra Khattree

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1.1. Introduction

The subject of multivariate analysis deals with the statistical analysis of the data collected on more than one (response) variable. These variables may be correlated with each other, and their statistical dependence is often taken into account when analyzing such data. In fact, this consideration of statistical dependence makes multivariate analysis somewhat different in approach and considerably more complex than the corresponding univariate analysis, when there is only one response variable under consideration.

Response variables under consideration are often described as random variables and since their dependence is one of the things to be accounted for in the analyses, these response variables are often described by their ...

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