Statistics

STAT6083Multivariate Methods for Statistical Learning3 ch
Multivariate normal distribution; estimation of the mean vector and covariance matrix; partial and multiple correlation coefficients; multiple regression; the T2 statistics; tests of hypotheses; discriminant analysis; principal components; factor analysis.

Prerequisites: STAT 2593 (at least B), or STAT 3093 and 1 of MATH 1503 or MATH 2213.