ST 784 - Multivariate Analysis

Institution:

North Carolina State University

Subject:

Statistics

Description:

Survey of multivariate statistical theory. Multivariate distributions including the multinormal, Wishart, Hotelling's T, Fisher-Roy-Hsu, Wilks' and multivariate Beta distributions. Applications of maximum likelihood estimation, likelihood ratio testing and the union-intersection principle. Development of the theory of Hotelling's T tests and confidence sets, discriminant analysis, canonical correlation, multivariate analysis of variance and principal components.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.ncsu.edu

Phone Number:

(919) 515-2011

Regional Accreditation:

Southern Association of Colleges and Schools

Calendar System:

Semester

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