AspectsofMultivariateStatistical TheoryRobbi.MuirheadWiley Series in Probability and Marhematical Statistics
Aspects of MultivariateStatistical Theory
Aspects of Multivariate Statistical Theory
Aspects of MultivariateStatistical TheoryROBBJ.MUIRHEADSeniorSiatistical ScientistPfizerGlobal ResearchandDevelopmentNew London,ConnecicutVILEYJINTERSCIENCEAJOHNWILEY&SONS,INC.PUBLICATION
Aspects of Multivariate Statistical Theory ROBB J. MUIRHEAD Senior Statistical Scientist PJizer Global Research and Development New London, Conneclicut @E-+!&CIENCE A JOHN WILEY & SONS, INC., PUBLICATION
Copyright 1982, 2005 hy John Wiley & Sons, Inc. All rights reservedPublished by John Wiley & Sons, Inc., Hoboken, New Jersey.Published simultaneousiy in Canada.No parn of thispublication mayhe reproduced,slorcd in a rctrieval sysien or transmitted in any formorbyanymcans,electronic,mechanicat.photocopying,recording,scanning,or otherwisc,cxceptaspermitted under Scction 107or108of thc 1976 United Staics Copyright Aci.withoul cither the priorwritten perinission of the Publisher,or authorivation through payment of the appropriate per-copy fetotheCopyrightClcaranceCenter,Inc.,222RosewoxdDrive.Danvers,MA01923,(978)750-8400,fax (978)646-8600,or on thc weh at www.copyright.con.Rcqucsts tothe Publishcr forpermissionshouid bc addresscd to the Permissions Department,John Wiley& Sons,Inc.,1lRiver StreeiHoboken,NJ 07030,(201)748-6011,fax(201)748-6008 or online athttp://www.wiley.com/go/permission.Limit of Liability/Disclaimer of Warranty: While the publisher and author have used thcir bestefforts in preparing this book, they makc norepresentations or warranties with respcct to thcaccuracy or completeness of the contents of this book and specifically disctaim any implicdwarranties of merchantability or fitness for a particular purpose.No warranty may he created orextended hy sales represcntatives or written sales materials.The advice and strategics containedhercin may not be suitable for your situation.You should consnlt with'a professioal whereappropriate.Neither the publisher nor author shall be liablefor any loss of profit or any othercommercial damages,incliding hut not linited to special,incidental,cosequential,orothrdamages.For general information on our other products and services or for technical supponl, please contactour Cuslomer Care Depariment within thc U.S. at (800) 762-2974, outside the U.S. al (317) 572-3993 or fax (317) 572-4002Wiley also publishes its books in a varicty ofeiectronic fonnats.Some content that appcars in printmay not be available in elcctronic format.For information about Wiley products,visit our web site atwww.wiley.com.Library of Congress Cataloging-in-Publication is available.ISBN-13 978-0-471-76985-9ISBN-10 0-471-76985-1Printed intheUnitedStatesofAmcrica10987654321
Copyright 0 1982,2005 hy John Wiley & Sotis, Inc. All rights rcscrvcd Published by John Wiley & Sons, Inc., Hohokcn, Ncw Icrscy Published simultaneously in Canada. No part of this publication may he reproduccd, storcd in a rctricval systeni or transmittcd in any lorm or by any mcans, electronic, niechanical. photncopying. rm)rding. scuniiing. or othcrwisc, cxccpt as pcrmitted under Section 107 or 108 of the 1976 United Statcs (‘opyright Act. withnut cithcr the prior written permission of the Puhlishcr. or autlioiiiation through paynicnt of thc appropriate pcrapy fec to the Copyright Clcarance Center, Inc., 222 I<oscwiwwl Ilrive. Danvers, MA 01923, (978) 750-8400. fax (978) (46-8600, or OH the web at www.copyright.com. Kcqucsts to the I’ublishcr for permission should hc addresscd to the Pcrmissions Ucpxtnieiit, John Wilcy it Sons. Inc., I I I River Street. I loboken, NJ 07030, (20 I ) 748-60 I I, fax (20 I ) 748-6008 or online at http://www .wiley.com/go/pcrniission. Limit of Liability/l>isclaimer of Warranty: While the puhlishcr and author havc uscd thcir hcst efforts in preparing this bcwk, they makc no rcprescntations or warrantics with respwt to the accuracy or completeness of‘the contents ofthis hwk and spcwifically disclaim any iiiiplicd warranties of merchantability or fitness for a particular purpose No warranty may hc crcatcd or extended hy sales represcntatives or written snlcs iiiatcrials. The advicc illid stratcgicr contained herein may not be suitahle I‘or your situation. You should conslilt with’a profisioital where appropriate. Neither the puhlishcr nor author shall bc liuhlc Tor ally loss ol’prolit or any otlicr commercial damages, including hut not limited tc;rpccial. incidcntal. coitxequciitial. or otlicr damages. For general information on our other products and services or fnr technical support, plcasc contact our Customer Care Department within thc 1J.S. at (800) 762-2974, outsidc the U.S. at (3 17) 572- 3993 or fax (3 17) 572-4002. Wiley also publishes its hooks in a variety nl’electroitic hrtnats. Some cottictit Iliac appcars iti piint may not be available in electronic format. For inlimnation ahout Wiley products, visit our web site at www.wiley.com. Library of Congress Catalogin~-in-PubNtion ih uvuiluhle. ISBN- I3 978-0-47 1-76985-9 ISBN-I0 0-471-76985-1 Printed in the United States of Amcrica 1098765432 I
ToNan and BobandMaria and Mick
To Nan and Bob arid Maria and Mick