STATS 240

Main Course

Multivariate Analysis

Description

Lecture, three hours. Requisite: course 200B. Distributions in several dimensions, partial and multiple correlation. Normal distribution theory, Wishart distribution, Hotelling T2. Principal components, canonical correlation, discriminant analysis. Introduction to linear structural relations and factor analysis. Letter grading.

Prerequisites

• Required: STATS 200B

  Plan

  Taken?