Total Information in Multivariate Data from
Dual Scaling Perspectives

 

Shizuhiko Nishisato

 

Abstract

 

It is an established matter that the total information in multivariate data is defined as the sum of eigenvalues of the variance-covariance matrix. In this article I challenge this time-honored tradition and look at another definition of the total information in data from a dual scaling perspective. This proposal is a step toward unifying the concept of information for both discrete and continuous variables.


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Last revised
: November 17, 2003.

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