Course Information
Course Code MATH 5P86
Course Title Multivariate Statistics
Description Theory of multivariate statistics, matrix algebra and random vector, sample geometry and random sampling, multivariate normal distribution, inference about means, covariance matrix, generalized Hotelling's T-square distribution, sample covariance and sample generalized variance, Wishart distribution, general hypothesis testing, analysis of variance and linear regression model, principle components, factor analysis, covariance analysis, canonical correlation analysis, discrimination and classification, cluster analysis and related topics.
Prerequisite(s) MATH 3P86 (or equivalent) or permission of the instructor.