Questions tagged [multivariate-statistical-analysis]

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Sample Values of Linear Combination of MultiVariate Variables

Suppose we have $p$ random variates :- $X_1, \cdots , X_p$. $n$ observations involving each random variable are made . Thus, the $jth $ trial or $jth$ observation is a vector of the form : $[x_{j1},x_{j2},\cdots, x_{jp}]^T$ where $x_{ji}$ means the…
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