Transcription of Multivariate Statistical Analysis - STAT - Home
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Multivariate Statistical Analysis 1. Aspects of Multivariate Analysis 2. Principal Components 3. Factor Analysis 4. Discrimination and Classification 5. ClusteringJohnson, , Wichern, (1982): Applied Multivariate Statistical Analysis ,Prentice Aspects of Multivariate AnalysisMultivariate data arise wheneverp 1variables are recorded. Values of thesevariables are observed forndistinct item, individuals, or experimental use the notationxijto indicate the particular value of theith variable thatis observed on thejth item, or ,nmeasurements onpvariables are displayed asp nrandommatrixX:Item 1 Item 2..Itemj ..ItemnVariable 1:x11x12.. x1j.. x1nVariable 2:x21x22.. x2j.. :xi1xi2.. xij.. :xp1xp2.. xpj.. xpn2 Estimating Moments:Suppose, E(X) = and cov(X) = are the population moments.
Multivariate Statistical Analysis † 1. Aspects of Multivariate Analysis † 2. Principal Components † 3. Factor Analysis † 4. Discrimination and Classiflcation
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