Chapter 71
Multivariate Statistical Analysis
Simo Puntanen
University of Tampere
George A. F. Seber
University of Auckland
George P. H. Styan
McGill University
Vectors and matrices arise naturally in the analysis of statistical data and we have seen this in Chapter 70. For example, suppose we take a random sample of n females and measure their heights xi (i = 1, 2, ..., n), giving us the vector x = [x1, x2, ..., xn]T. We can treat x simply as a random vector, which can give rise to different values depending on the sample chosen, or as a vector of observed values (the data) taken on by the random vector from which we calculate a statistic like a sample mean (average). We use the former approach when we want to make inferences about the female ...
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