Applied Multivariate Analysis.

Catalog description

Semester course; 3 lecture hours. 3 credits. Prerequisite: graduate status in mathematical sciences or systems modeling and analysis, or permission of instructor. Multivariate statistics is a study of dependent random variables. This course covers methods for analyzing continuous multivariate data, such as numerical and graphical summary of multivariate observations, principal component analysis, factor analysis, classification and discrimination, canonical correlation analysis, and cluster analysis. Students will learn the motivation behind these methods, how to implement them in statistical software packages and how to interpret the results.