STAT 565: Multivariate Analysis

The Pennsylvania State University, Spring 2008

This course covers the theoretical foundations for the statistical analysis of multivariate data.

The contents of the course include: the multivariate normal distribution, multiple and partial correlation coefficients, random orthogonal matrices, Hotelling's T-squared statistic, the Wishart distribution, estimation of parameters from multivariate linear models, likelihood ratio test statistics, multivariate analysis of variance, principal components, canonical correlations, and discriminant analysis.

The class will also monitor The Centre Daily Times and The New York Times for articles related to the material. When such articles are found, the class will work through the probabilistic information in the articles so as to relate them to the subject of the course and to our everyday lives and experiences.

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