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Courses - Fall 2023
Statistics and Probability Department Site
Multivariate Analysis
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: STAT700 or STAT420.
Multivariate normal, Wishart's and Hotelling's distributions. Tests of hypotheses, estimation. Generalized distance, discriminant analysis. Regression and correlation. Multivariate analysis of variance; distribution of test criteria. Principal components, canonical correlations and factor analysis.