Continuous Multivariate Analysis

Undergraduate

examines the multivariate normal distribution and its marginal and conditional distributions, distributions of non-singular and singular linear combinations, outline of the Wishart distribution and its application, in particular, to Hotelling’s T-squared statistic for the mean vector, connection between likelihood ratio and Hotelling’s T- squared statistics, a selection of techniques chosen from among MANOVA, multivariate regression, principal components, factor analysis, discrimination and classification, clustering.