APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE

Commonly Used Notation

In	The n by n identity matrix
1n	The n by 1 vector of unit elements
O	A matrix of appropriate order with all zero entries
Λi	The ith largest eigenvalue of the matrix under consideration
|A|	The determinant of the square matrix A
tr(A)	The trace of the square matrix A
A−1	The inverse of the matrix A
A1/2	The symmetric square root of the matrix A
A−	A generalized inverse of the matrix A
E(y)	Expected value of a random variable or vector y
v(y), var(y)	Variance of a random variable y
cov(x, y)	Covariance of random variable (vector) x with random variable (or vector) y
D(y)	The variance covariance or the dispersion matrix of y
Np (μ, Σ)	A p-dimensional normal distribution with mean μ and the variance covariance matrix Σ
Wp (ƒ, Σ)	A p-(matrix) variate ...