Applied Multivariate Statistical Methods (STAT*4350)

Code and section: STAT*4350*01

Term: Fall

Details

This course introduces the multivariate normal, and Wishart and Hotelling's T-square distributions. Topics covered include: statistical inference on the mean vector, canonical correlation, multivariate analysis of variance and covariance, multivariate regression, principal components analysis, and factor analysis. Topics will be illustrated using examples from various disciplines.

Syllabus