Applied Multivariate Methods

3 Credits

Review of matrix theory, univariate normal, t, chi-squared and F distributions, and multivariate normal distributions. Inference about multivariate means, Hotelling's T2 multivariate analysis of variance, multivariate regression, and multivariate repeated measures. Inference about covariance structure, principal components, factor analysis, and canonical correlation. Multivariate classification techniques, discriminant and cluster analysis. Additional topics at the discretion of the instructor, time permitting.