Multivariate Analysis

A multivariate data set comprises observations on two or more random variables. A bivariate data set has two variables. The number of variables, p, is the dimension of the data set. An observation is the set of p measuraments made on one sampled unit. The variables \(X_1, \ldots, X_p\) form the columns of the \(n \times p\) data matrix X, where p is the number of observations.