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STAT 760

MULTIVARIATE ANALYSIS I

3 credits.

Multivariate normal distribution, estimation of mean and covariance matrix; Wishart distribution; distribution of partial and multiple correlation coefficients; Hotelling's T-squared, principal components.

Prerequisites & course information

Requisites: STAT 610 or MATH/STAT 710 Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2023

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