Multivariate statistical methods / Donald F. Morrison..
By: Morrison, Donald F.
Material type: BookSeries: McGraw-Hill series in probability and statistics.Publisher: New York : McGraw-Hill, c1990Edition: 3rd ed.Description: xvii, 495 p. : ill. ; 24 cm. + pbk.ISBN: 0070431876.Subject(s): Multivariate analysisDDC classification: 519.535Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
General Lending | MTU Bishopstown Library Lending | 519.535 (Browse shelf(Opens below)) | 1 | Available | 00025733 |
Includes bibliographical references (pages 403-422) and indexes.
Some elementary statistical concepts -- Matrix algebra -- Samples from the multivariate population -- Tests of hypotheses on means -- The multivariate analysis of variance -- Classification by discriminant functions -- Inferences from covariance matrices -- The structure of multivariate observations I: principal components -- The structure of multivariate observations II: factor analysis.
Table of contents provided by Syndetics
- 1 Samples from the Multivariate Normal Population (p. 1)
- Introduction (p. 1)
- Why Do We Need Multivariate Methods? (p. 1)
- Multidimensional Random Variables (p. 3)
- The Multivariate Normal Distribution (p. 8)
- Conditional and Marginal Distributions of Multinormal Variates (p. 14)
- Samples from the Multinormal Population (p. 20)
- Correlation and Regression (p. 25)
- Simultaneous Inferences about Regression Coefficients (p. 34)
- Inferences about the Correlation Matrix (p. 38)
- Samples with Incomplete Observations (p. 43)
- Exercises (p. 46)
- 2 Tests of Hypotheses on Means (p. 55)
- Introduction (p. 55)
- Tests on Means and the T[superscript 2] Statistic (p. 55)
- Simultaneous Inferences for Means (p. 62)
- The Case of Two Samples (p. 64)
- The Analysis of Repeated-Measurements (p. 68)
- Groups of Repeated Measurements: The Paired T[superscript 2] Test (p. 84)
- Profile Analysis for Two Independent Groups (p. 87)
- The Power of Tests on Mean Vectors (p. 93)
- Some Tests with Known Covariance Matrices (p. 97)
- Tests for Outlying Observations (p. 99)
- Testing the Normality Assumption (p. 103)
- Exercises (p. 108)
- 3 The Multivariate Analysis of Variance (p. 131)
- Introduction (p. 131)
- The Multivariate General Linear Model (p. 131)
- The Multivariate Analysis of Variance (p. 140)
- The Multivariate Analysis of Covariance (p. 156)
- Multiple Comparisons in the Multivariate Analysis of Variance (p. 164)
- Profile Analysis (p. 172)
- Curve Fitting for Repeated Measurements (p. 183)
- Other Test Criteria (p. 190)
- Exercises (p. 192)
- 4 Classification by Discriminant Functions (p. 209)
- Introduction (p. 209)
- The Linear Discriminant Function for Two Groups (p. 210)
- Classification with Known Parameters (p. 213)
- The Case of Unequal Covariance Matrices (p. 215)
- Estimation of the Misclassification Probabilities (p. 218)
- Classification for Several Groups (p. 221)
- Linear Discrimination with a Singular Covariance Matrix (p. 226)
- Classification by Logistic Regression (p. 230)
- Some Further Aspects of Classification (p. 232)
- Exercises (p. 234)
- 5 Inferences from Covariance Matrices (p. 242)
- Introduction (p. 242)
- Hypothesis Tests for a Single Covariance Matrix (p. 242)
- Tests for Two Special Patterns (p. 245)
- Testing the Equality of Several Covariance Matrices (p. 247)
- Testing the Independence of Sets of Variates (p. 249)
- Canonical Correlation (p. 255)
- Exercises (p. 260)
- 6 The Structure of Multivariate Observations: I. Principal Components (p. 264)
- Introduction (p. 264)
- The Principal Components of Multivariate Observations (p. 265)
- The Geometrical Meaning of Principal Components (p. 274)
- The Interpretation of Principal Components (p. 278)
- Some Patterned Matrices and Their Principal Components (p. 282)
- The Sampling Properties of Principal Components (p. 285)
- Some Further Topics (p. 293)
- Exercises (p. 298)
- 7 The Structure of Multivariate Observations: II. Factor Analysis (p. 317)
- Introduction (p. 317)
- The Mathematical Model for Factor Analysis (p. 318)
- Estimation of the Factor Loadings (p. 322)
- Testing the Goodness of Fit of the Factor Model (p. 327)
- Examples of Factor Analyses (p. 329)
- Factor Rotation (p. 334)
- An Alternative Model for Factor Analysis (p. 340)
- The Evaluation of Factors (p. 342)
- Models for the Dependence Structure of Ordered Responses (p. 345)
- Clustering Sampling Units (p. 351)
- Multidimensional Scaling (p. 357)
- Exercises (p. 364)
- References (p. 371)
- Appendix A Tables and Charts (p. 400)
- Table 1 Upper Critical Values of the Standard Normal Distribution (p. 400)
- Table 2 Upper Critical Values of the Chi-squared Distribution (p. 401)
- Table 3 Upper Percentage Points of the t Distribution (p. 402)
- Table 4 Upper Percentage Points of the F Distribution (p. 403)
- Table 5 The Fisher z Transformation (p. 405)
- Table 6 Minimum Sample Sizes for a Single-Sample Repeated Measures Design (p. 406)
- Charts 1-8: Power Functions of the F Test (p. 410)
- Charts 9-16 and Table 7-15: Upper percentage points of the largest characteristic root (p. 418)
- Appendix B Data Sets (p. 443)
- Wechsler Adult Intelligence Scale subtest scores (p. 443)
- Iris Species Petal and Sepal Measurements (p. 445)
- Obesity Study Biochemical Levels (p. 447)
- Financial Ratios of Solvent and Financially Distressed Property Liability Insurers (p. 449)
- Financial Ratios of Bankrupt and Solvent Companies (p. 452)
- Dimensions and Characteristics of Winged Aphids (Alate adelges) (p. 454)
- Exchangeable Cations in Forest Soil (p. 455)
- Average Instructor and Course Evaluations for Business School Faculty Members (p. 457)
- Name Index (p. 461)
- Subject Index (p. 465)