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Vector

An ordered list of numbers representing a point or direction in n-dimensional space -- the basic building block of the matrix algebra underlying regression, multivariate analysis, and multivariate distributions.

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In Plain English

A vector is just a column (or row) of numbers, but that simple idea does a lot of work in statistics: a single observation with several measured variables, a set of regression coefficients, or a point in a multivariate distribution can all be written as one vector. Once data is written this way, the whole machinery of matrix algebra -- multiplying, transforming, projecting -- becomes available for doing statistics efficiently on many variables at once instead of one at a time.

Definition

A vector is an ordered collection of real numbers, conventionally written as an column matrix, that represents a point or direction in -dimensional space . In statistics, vectors represent a single multivariate observation (one row of a dataset, one value per variable), a full sample of observations on one variable, a set of model coefficients, or a random draw from a multivariate distribution, and the vector-space operations of addition and scalar multiplication carry over directly, allowing entire samples or parameter sets to be manipulated as single algebraic objects rather than component by component.

Formula

Notation

—i-th component (entry) of the vector
—dimension of the vector (number of components)
—the n-dimensional real vector space the vector lives in

Properties

  • A vector can be read two ways depending on context: as a single multivariate observation (one row of a data table, with one entry per variable) or as an entire sample on a single variable (one entry per observational unit) -- both uses are standard, and which one applies is determined entirely by context, not by the vector's algebra.
  • Two vectors of the same dimension add componentwise, and a vector scaled by a number (scalar multiplication) stretches or shrinks every component by that same factor -- together these two operations define a vector space, the structural setting every other linear-algebra concept in this category builds on.
  • The dot product of two vectors, , underlies covariance and correlation computations, projections, and the definition of orthogonality (two vectors are orthogonal exactly when their dot product is zero) -- one of the most frequently reused building blocks in multivariate statistics.

At a Glance

Written asan n x 1 column (or 1 x n row) of numbers
Representsa point, direction, or single multivariate observation
Core operationsaddition, scalar multiplication, dot product, norm
Foundation forevery matrix, regression coefficient set, and random vector in statistics
Last updated September 8, 2026← Back to the Dictionary