Prerequisite: ST 522
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.
| SECTION | INSTRUCTOR | BUILDING | TIME | DAYS | AVAILABILITY | ENROLLMENT |
|---|---|---|---|---|---|---|
| 001 | TBA | - | TBA | CANCELLED | 0/25 - Open |
