MAT 4375 Multivariate Statistical Methods
3 units
Mathematics
Faculty of Science
Random vectors and matrices. Multivariate normal distribution and its properties. Inference on multivariate normal distribution: estimation, hypothesis testing. Principal component analysis. Cluster analysis. Linear discriminant analysis. Canonical correlation analysis. Analysis of data using statistical software packages.
Components:
Lecture
Previously Offered Terms:
Fall
Winter
French Equivalent: