Course: MATH 543. Multivariate Statistics (3)
Prerequisite: MATH 440A or MATH 541. Multivariate normal distribution, multivariate data analysis, inference about a mean vector including Hotelling’s T2 and the likelihood ratio statistic, Wishart distribution, MANOVA, classification and discriminant analysis, principal components, factor analysis, canonical correlation, multidimensional scaling. Applications and use of statistical software.