An Introduction to Multivariate Statistical Analysis, 3rd Edition

by T. W. Anderson

Contents same as US/UK editions.

Genres: Mathematics

744 pages, Paperback

First published January 1, 1963

Reviews

[Andrewcharles420 · Rating 2 out of 5]

This is a dense reference book, good for seeing various statistical techniques explained and proved. It wasn't always the most informative or illustrative book to read though, and the examples were few. Clearly this book was more focused on theory than application. Therefore it would be a good book to reference in an academic paper! (mild sarcasm) It pairs reasonably well with Applied Multivariate Statistical Analysis which has more distilled mathematics (fewer proofs, less theory) and more examples and practical considerations.

The layout of the book was questionable from the start, there are many places that reference future chapters, and nearly every chapter relied heavily on the first appendix. I don't know why the appendix, a necessary prerequisite for the book shouldn't be the first chapter, rather than the last, especially since they used it so often. Expect a lot of page turning, and to keep a bookmark there. It was also evident this book has had several editions throughout its lifetime. Tacked on to the end of many chapters were modifications for elliptically contoured distributions. I trust the author's decision that their inclusion is necessary, but I don't recall any elucidating examples... and perhaps they would have made a better expansion+review chapter nearer the end of the book. The final chapter is a bare introduction to probabilities on graphs... which I'm sure made sense to include in earlier editions when graphical methods had not been heavily studied or exploited, but it's a wide and full field now and this introduction adds little to this book.

[Dawitye Shiwas]

hopping interesting book