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Multivariate Analysis, STAT-618
Distribution of Quadratic forms.
Distribution of Quadratic forms.
Download Files
ch02.pdf (0.33 MB )
matrix-quad-forms.pdf (0.22 MB )
quad-norm.pdf (0.14 MB )
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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