Statistics 5401
Multivariate Statistical Methods

Please note: there is a mistake in the printed course schedule (the web schedule is correct). The course meets in Ford 115.

In this course we statistical methods that handle more than one random variable at a time. We will build some background on matrix operations and the multivariate normal distribution. Then we'll move into multivariate analogs of t-tests, ANOVA, and the like. After that we'll begin modeling covariance structures, using principal components, factor analysis, and canonical correlations. Finally, we'll finish up with some work on classification (discriminant analysis) and clustering.

Many course materials are available in the "Portable Document Format" (PDF), which can be viewed and printed by using Acrobat Reader software. Versions of Acrobat Reader for most computing platforms may obtained for free from Adobe Inc.