Multivariate Analysis, STAT-618

Introduction

This course is designed to enlighten the significance of multivariate analysis by entertaining the both mathematical and applied approaches of problems. This course deals with multiple variable analysis simultaneously. To impart skills on the data collection, descriptive measures of data, interpretation of results, model selection, decision making in the context of multivariate analysis. Course also provides the simultaneous model structure, their assumptions and mathematical derivations of multivariate statistical designs.
 
Learning Outcomes
 
After completion of the course the student will be able to
  • Uderstand and interpret mathematical aspects of multivariate analysis.
  • Perform analysis of real life multivariate data using most appropriate tools. 
  • Utilize multivariate analysis for resolving the reseach problems. 
Recommended Books
 1. Richard A. Johnson & Dean .W .Wichern Applied Multivariate Statistical Analysis, Prentice Hall (1998).
 2. R. Gnanadesikan Methods for Data Analysis of Multivariate observations, (2nd Ed.) John Wiley and Sons (1997).
 

Evaluation Criteria

Sessional: 20
Assignment: 10
Presentation: 10
Mid Term Test: 30 
Final Exam: 50
Time Table Reg: Monday 08:00 - 09:00am, Tuesday & Friday 09:00 - 10:00am.
 
  Week
                                      Topics and Readings
1.
Introduction and Basic terminology of Multivariate Analysis
2.
Multivariate Normal Distribution
3.
Bi-variate Normal Distribution
4.
Properties of Multivariate Normal Distribution
5.
Properties of Bi-variate Normal Distribution
6.
Distribution of linear function of normal variables
7.
Distribution of Quadratic forms
8.
Wishart distribution
9.
Hotelling’s T2-distribution
10.
Canonical variate Analysis
11.
Discriminant Analysis 
12.
Principle Component Analysis
13.
Factor Analysis
14.
Principle Component vs Factor Analysis
15.
Cluster Analysis
16.
MANOVA
 
 

 

Course Material

Other Courses by Mr. Muhammad Zubair