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Multivariate Statistics: Course Outline

We will briefly explore properties of the multivariate normal distribution. We will explore ordination techniques for selecting low dimensional summaries of high dimensional data.

Course Outline

  • Multivariate Normal Distribution.
  • Distribution of linear function of normal variants
  • Distribution of Quadratic forms. 
  • Wishart distribution.
  • Hotelling’s T2-distribution.
  • Canonical variant Analysis.
  • Discriminant Analysis.
  • Principal Component and Factor Analysis.
  • Factor analysis versus principle component analysis.
  • Cluster Analysis.
  • Multivariate Analysis of Variance (MANOVA).

Text Book

E-Book (Full Text)

E-Books (Full Text)