STAT 465
Multivariate Statistics
Fall 2024
Topics
- Matrix algebra and random vectors
- Sample geometry and random sampling
- Multivariate normal distribution
- Inference for mean vectors
- Comparisons of multivariate means
- Principal components
- Factor analysis and structured covariance matrices
- Canonical correlation
- Discrimination and classification
Readings
- Listed textbook (requirement not stated): R. A. Johnson and D. W. Wichern. Applied Multivariate Statistical Analysis, 6th edition. Pearson Prentice Hall, 2007.
- Reference (not explicitly required): C. R. Rao. Linear Statistical Inference and Its Applications, 2nd edition. Wiley, 1973.
Fall 2022 · STAT 465
Readings
- Applied Multivariate Statistical Analysis, 6th Edition, by R. A. Johnson and D. W. Wichern, Pearson Prentice Hall (2007).
- Linear Statistical Inference and Its Applications, 2nd Edition, by C. R. Rao, Wiley (1973).
Fall 2021 · STAT 465
Readings
- Applied Multivariate Statistical Analysis, 6th Edition, by R. A. Johnson and D. W. Wichern, Pearson Prentice Hall (2007).
- Linear Statistical Inference and Its Applications, 2nd Edition, by C. R. Rao, Wiley (1973).
Sources
- Course catalogue ↗2026–2027
- Syllabus or course outline ↗Fall 2024
- Historical course outline ↗Fall 2022
- Historical course outline ↗Fall 2021
- Fall 2024 outline. Course header explicitly lists STAT 465, MAST 679, MAST 881.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.
- Historical source. Generic Textbook/References headings remain requirement-unspecified. Bibliographic editions and years are retained as printed; source inconsistencies may remain. Automated extraction with conservative filtering; distinct bibliography strings screened for false positives; entire syllabus not manually reviewed.