Geometry of Multivariate Statistics - Wickens Thomas D.
A traditional approach to developing multivariate statistical theory is algebraic. Sets of observations are represented by matrices, linear combinations are formed from these matrices by multiplying…
Specifikacia Geometry of Multivariate Statistics - Wickens Thomas D.
A traditional approach to developing multivariate statistical theory is algebraic. Sets of observations are represented by matrices, linear combinations are formed from these matrices by multiplying them by coefficient matrices, and useful statistics are found by imposing various criteria of optimization on these combinations. Matrix algebra is the vehicle for these calculations. A second approach is computational. Since many users find that they do not need to know the mathematical basis of the techniques as long as they have a way to transform data into results, the computation can be done by a package of computer programs that somebody else has written. An approach from this perspective emphasizes how the computer packages are used, and is usually coupled with rules that allow one to extract the most important numbers from the output and interpret them. Useful as both approaches