Course Description


P8129   Theory of multivariate analysis, 3 points

Prerequisites: P8104, P8109, P8111, and the instructor�s permission

This course will introduce concepts and methods in multivariate statistical analysis. Topics to be covered include the multivariate normal distribution, multivariate sampling theory, Hotelling's T2, the Wishart distribution, MANOVA, repeat measure analysis, principal components analysis, factor analysis, discriminant analysis and cluster analysis.