Multivariate Statistical Methods

Catalog description

This course provides a comprehensive survey of widely used multivariate statistical methods intended for the user of advanced statistical methodology. The multivariate normal distribution and related distributions, including Hotelling T2 and Wishart distribution, are introduced and their use illustrated in statistical estimation and hypothesis testing in multivariate normal models. Additional topics introduced and applied include multivariate analysis of variance and covariance, canonical correlation, principal component analysis, factor analysis, discriminate analysis, and cluster analysis. Students prepare their own database, apply these methods, and prepare both an oral and a written report on their findings.