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1、AppliedMultivariateStatisticswithSASSoftware®SECONDEDITIONRavindraKhattreeDayanandN.NaikThecorrectbibliographiccitationforthismanualisasfollows:Khattree,Ravindra,andDayanandN.Naik.1999.AppliedMultivariateStatisticswithSAS®Software,SecondEdition.Cary,NC:S
2、ASInstituteInc.AppliedMultivariateStatisticswithSAS®Software,SecondEditionCopyright©1999bySASInstituteInc.,Cary,NC,USAJointlyco-publishedbySASInstituteandWiley2003.SASInstituteInc.ISBN1-58025-357-1JohnWiley&Sons,Inc.ISBN0-471-32299-7Allrightsreserved.Pri
3、ntedintheUnitedStatesofAmerica.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmitted,inanyformorbyanymeans,electronic,mechanical,photocopying,orotherwise,withoutthepriorwrittenpermissionofthepublisher,SASInstituteInc.U.S.Governmen
4、tRestrictedRightsNotice:Use,duplication,ordisclosureofthissoftwareandrelateddocumentationbytheU.S.governmentissubjecttotheAgreementwithSASInstituteandtherestrictionssetforthinFAR52.227-19,CommercialComputerSoftware-RestrictedRights(June1987).SASInstitute
5、Inc.,SASCampusDrive,Cary,NorthCarolina27513.1stprinting,March19992ndprinting,May2003Notethattextcorrectionsmayhavebeenmadeateachprinting.SASPublishingprovidesacompleteselectionofbooksandelectronicproductstohelpcustomersuseSASsoftwaretoitsfullestpotential
6、.Formoreinformationaboutoure-books,e-learningproducts,CDs,andhardcopybooks,visittheSASPublishingWebsiteatsupport.sas.com/pubsorcall1-800-727-3228.®SASandallotherSASInstituteInc.productorservicenamesareregisteredtrademarksortrademarksofSASInstituteInc.int
7、heUSAandothercountries.®indicatesUSAregistration.Otherbrandandproductnamesaretrademarksoftheirrespectivecompanies.Tothefondmemoryofmyson,Kaushik(R.K.)Tomylovingparents(D.N.N.)ContentsPrefaceixCommonlyUsedNotationxiii1MultivariateAnalysisConcepts11.1Intro
8、duction11.2RandomVectors,Means,Variances,andCovariances21.3MultivariateNormalDistribution51.4SamplingfromMultivariateNormalPopulations61.5SomeImportantSampleStatisticsandTheirDistributions81.6TestsforMultivariateNormality9
