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STAT 750

Multivariate Analysis

3 Credits

Multivariate normal, Wishart's and Hotelling's distributions. Tests of hypotheses, estimation. Generalized distance, discriminant analysis. Regression and correlation. Multivariate analysis of variance; distribution of test criteria. Principal components, canonical correlations and factor analysis.

Prerequisites & course information

Additional Information: To prepare for this course, students should take STAT700 or STAT420 or consult with the course instructor before registering.

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