Characterizing and Displaying Multivariate Data
Alvin C. Rencher, William F. Christensen · Wiley series in probability and statistics · 2012
This chapter contains sections titled: Mean and Variance of a Univariate Random Variable Covariance and Correlation of Bivariate Random Variables Scatterplots of Bivariate Samples Graphical Displays for Multivariate Samples Dynamic Graphics Mean Vectors Covariance Matrices Correlation Matrices Mean Vectors and Covariance Matrices for Subsets of Variables Linear Combinations of Variables Measures of Overall Variability Estimation of Missing Values Distance Between Vectors