Properties of Multivariate Normal Distribution.
Course Material
- Introduction and Basic terminology of Multivariate Analysis.
- Multivariate Normal Distribution.
- Bi-variate Normal Distribution.
- Properties of Multivariate Normal Distribution.
- Properties of Bi-variate Normal Distribution.
- Distribution of linear function of normal variables.
- Distribution of Quadratic forms.
- Wishart distribution.
- Hotelling’s T2-distribution.
- Canonical variate Analysis
- Discriminant Analysis.
- Principle Component Analysis.
- Factor Analysis.
- Factor analysis versus principal component analysis.
- Cluster Analysis.
- MANOVA
- Chapters 16
- Department Statistics
- Teacher
Mr. Muhammad Zubair
