The Geometry of Multivariate Statistics

Thomas D. Wickens

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English

Psychology Press Ltd
07 May 2015

Geometry; Topology; Probability & statistics

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 are--particularly when combined--they can overlook an important aspect of multivariate analysis. To apply it correctly, one needs a way to conceptualize the multivariate relationships that exist among variables.

This book is designed to help the reader develop a way of thinking about multivariate statistics, as well as to understand in a broader and more intuitive sense what the procedures do and how their results are interpreted. Presenting important procedures of multivariate statistical theory geometrically, the author hopes that this emphasis on the geometry will give the reader a coherent picture into which all the multivariate techniques fit.

By: Thomas D. Wickens
Imprint: Psychology Press Ltd
Country of Publication: United Kingdom
Dimensions: Height: 229mm, Width: 152mm, Spine: 13mm
Weight: 249g
ISBN: 9781138882829
ISBN 10: 1138882828
Pages: 174
Publication Date: 07 May 2015
Audience: Professional and scholarly , Undergraduate
Format: Paperback
Publisher's Status: Active

University of California, Los Angeles.

Reviews for The Geometry of Multivariate Statistics

A very valuable addition to the literature. -CHOICE The book is nicely written and proceeds step by step from bivariate regression to more complicated multivariate methods. -Zentralblatt MATH