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PubMed · 6999953

Numerical evaluation of cytologic data. VI. Multivariate distributions and matrix notation.

P H Bartels
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Abstract

To represent multivariate data, matrix notation is required. Its equivalence to the arithmetic notation is shown with a bivariate example. With matrix notation one can then readily represent and evaluate multivariate data sets; however, most multivariate procedures require that one find that inverse of the variance-covariance matrix. This is shown using the Cholesky factorization with a numerical example.

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P H Bartels. 1980. Numerical evaluation of cytologic data. VI. Multivariate distributions and matrix notation.. https://pubmed.ncbi.nlm.nih.gov/6999953/

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