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MATH 566 - Multivariate Analysis

Course Description: 

Random vectors, sample geometry and random sampling, generalized variance, multivariate normal and Wishart distributions, estimation of mean vector, confidence region, Hotelling's T-square, covariance, principal components, factor analysis, discrimination, clustering.

Credit: 

(3-0-3)

Prerequisite: 

[(MATH 532 with min. grade of C, MATH 563 with min. grade of C, and MATH 564 with min. grade of C)]

Corequisite: 

None

Attachments: