A first course in multivariate statistics

Select an Action

Title:

Author:

Flury, Bernhard, 1951-

ISBN:

9780387982069

Personal Author:

Flury, Bernhard, 1951-

Publication Information:

New York : Springer, 1997.

Physical Description:

713 p.

Series:

Springer texts in statistics

Series Title:

Springer texts in statistics

General Note:

Includes index.

Contents:

1. Why Multivariate Statistics? -- 2. Joint Distribution of Several Random Variables -- 3. The Multivariate Normal Distribution -- 4. Parameter Estimation -- 5. Discrimination and Classification, Round 1 -- 6. Statistical Inference for Means -- 7. Discrimination and Classification, Round 2 -- 8. Linear Principal Component Analysis -- 9. Normal Mixtures -- App. Selected Results From Matrix Algebra.

Abstract:

Multivariate statistical methods have evolved from the pioneering work of Fisher, Pearson, Hotelling, and others, motivated by practical problems in biological and other sciences. In the past fifty years, the field has grown rapidly, largely due to the availability of computers that make the calculations feasible. This book gives a comprehensive and self-contained introduction, carefully balancing mathematical theory and practical applications. Unique features of A First Course in Multivariate Statistics include the presentation of the EM algorithm for maximum likelihood estimation with incomplete data, resampling-based methods of testing, a brief introduction to the theory of elliptical distributions, and a comparison of linear and quadratic classification rules. Examples from biology, anthropology, chemistry, and other areas are worked out in detail.

The book contains a wealth of exercises, ranging from easy to advanced, making it an ideal text for the classroom. Many graphical illustrations help the student develop an intuitive understanding of the mathematical concepts.

Subject Term:

Multivariate analysis.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025412541	519.535 F647F 1997	1	Searching... Unknown

Bound With These Titles

On Order

Summary

My goal in writing this book has been to provide teachers and students of multi variate statistics with a unified treatment ofboth theoretical and practical aspects of this fascinating area. The text is designed for a broad readership, including advanced undergraduate students and graduate students in statistics, graduate students in bi ology, anthropology, life sciences, and other areas, and postgraduate students. The style of this book reflects my beliefthat the common distinction between multivariate statistical theory and multivariate methods is artificial and should be abandoned. I hope that readers who are mostly interested in practical applications will find the theory accessible and interesting. Similarly I hope to show to more mathematically interested students that multivariate statistical modelling is much more than applying formulas to data sets. The text covers mostly parametric models, but gives brief introductions to computer-intensive methods such as the bootstrap and randomization tests as well. The selection of material reflects my own preferences and views. My principle in writing this text has been to restrict the presentation to relatively few topics, but cover these in detail. This should allow the student to study an area deeply enough to feel comfortable with it, and to start reading more advanced books or articles on the same topic.