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Maj/Stat-402  : Multivariate Analysis-I

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Course Contents

Review of matrix algebra, notations of multivariate distributions. The multivariate normal distribution and its properties. Linear compound and linear combinations. Estimates of mean vector and covariance matrix. The wishart distribution and its properties. The joint distribution of sample mean vector and the sample covariance matrix. The Hotclling’s T2 distribution. Tests of hypothesis and confidence intervals for mean vectors. One sample and two sample procedures.

Course Synopsis

Ability to handle multivariate data using data reduction techniques.

Course Learning Outcomes

On successful completion of the course the students will be able to  handle the multivariate data,  differentiate between multivariate techniques and their univariate versions.


Quadratic Form to Matrix form & Vice Versa byTEAM Education

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Introduction to Multivariate Analysis by Vidya-mitra

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Covariance Matrix Of a Random Vector by Neal Patwari

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Introduction to Vectors by rootmath

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Length of a Vector in 2 Dimensions (examples) by rootmath

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Vector Addition by rootmath

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Dot product of two vectors: Example by numericalmethodsguy

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Dot Product : Find Angle Between Two Vectors , Another Example by patrickJMT

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Linear Independence and Linear Dependence, Ex 1 by patrickJMT

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An Introduction to Matrix Algebra by PoETheeds

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Singular Matrix and Non-Singular Matrix | Don't Memorise by Don't Memorise

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Linear Algebra - Orthogonal Matrix by Tutorat A+ Tutoring

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Introduction to Eigenvalues and Eigenvectors - Part 1 by patrickJMT

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Finding Eigenvalues and Eigenvectors : 2 x 2 Matrix Example by patrickJMT

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Find the eigenvalues and eigenvectors of a 3x3 matrix by Engineer4Free

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The Spectral Decomposition by Leah Howard

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Definiteness Of a Matrix (Positive Definite, Negative Definite, Indefinite etc.) by Reindolf Boadu

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Expectations and variance of a random vector - part 1 by Ben Lambert

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Expectations and variance of a random vector - part 2 by Ben Lamber

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The Multivariate Normal Distribution offered by Columbia University

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Multivariate Normal Distribution | Probabilities by math et al

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Wishart Distribution by Akanksha Kashikar

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Hotelling T2 test by Matthew E. Clapham

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Book Title : Introduction to Multivariate Statistical Analysis
Author : Anderson, T.W.
Edition : 3rd
Publisher : John Wiley and sons, New York
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Book Title : Applied Multivariate Statistical Analysis
Author : Richard A. Johnson, Dean W. Wichern
Edition : 6th Edition
Publisher : Pearson Prentice Hall
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Title : MULTIVARIATE ANALYSES INTRODUCTION
Type : Presentation

View MULTIVARIATE ANALYSES INTRODUCTION

Title : Eigenvalues and Eigenvectors
Type : Presentation

View Eigenvalues and Eigenvectors

Title : Fun with Vectors
Type : Presentation

View Fun with Vectors

Title : Introduction to the square root of a 2 by 2 matrix
Type : Other

View Introduction to the square root of a 2 by 2 matrix

Title : partitioning of a random vector
Type : Other

View partitioning of a random vector

Title : Linear compounds and linear combinations
Type : Other

View Linear compounds and linear combinations