Multivariate analysis
4 points * Second semester * Clayton * Prerequisites: MAT2020, MAS2011, MAS2032, MAS2042
The multivariate normal distribution. Covariance matrices. Conditional distributions. Partial and multiple correlations. Principal components. Multivariate moment generating functions. Multivariate sampling distributions. Tests of hypotheses about mean vectors with Hotelling's T2. Wishart distribution. Introduction to multivariate analysis of variance. Factor analysis. Use of Minitab and SYSTAT.
Assessment
Examinations (1.5 hours): 90% * Tests and/or assignments: 10%
Recommended texts
Johnson R A and Wichern D W Applied multivariate statistical analysis Prentice-Hall, 1982
Morrison D F Multivariate statistical methods McGraw-Hill, 1967