STAT 5630 - Multivariate Analysis

Credits: 3
Max Credit: 3

The subject matter includes derivation of multi-variate normal distributions, the Wishart, and related sampling distributions, multivariate estimation, confidence regions, and hypothesis testing are covered including topics as Hotelling’s T squared, profile analysis, discriminate analysis, factor analysis, and cluster analysis.

Prerequisite: STAT 4265, MATH 2250.