Multivariate Statistics and Applications

Catalog description

This course is designed to build upon a student's undergraduate quantitative backgrounds by giving an overview of multivariate statistical techniques. Many applied fields often require the use of large, multivariate data sets and students need to be aware of the wide range of statistical tools available to them. Major objectives of this course are to gain a working knowledge of probability theory, univariate and multivariate statistics, the use of copulas, Monte Carlo techniques, and multiple linear regression. Throughout the course, students will have the opportunity to apply these concepts to real world data sets using modern statistical software packages.