Authorised by Academic Registrar, April 1996
Objectives On the completion of this subject students will: have detailed knowledge of the multivariate normal distribution, partial and multiple correlations, Hotelling's T2 and Wishart distribution, principal component analysis and multivariate analysis of variance; be able to apply the methods and techniques described above to real world situations.
Synopsis The multivariate normal distribution. Covariance matrices. Conditional distributions. Partial and multiple correlations. Principal components. Multivariate sampling distributions. Tests of hypotheses about mean vectors with Hotelling's T2. Wishart distribution. Introduction to multivariate analysis of variance. Use of MINITAB.
Assessment Examinations (1.5 hours): 90% + Tests and/or assignments: 10%