Applied Multivariate Analysis STAT 578

 
 

1 Topics to be Covered
Topic     Applied Multivariate Analysis  578 STAT	No of Weeks	Contacthours
Matrix Algebra and Random Vectors	2	6
The Multivariate Normal Distribution; estimation of the mean vector and the covariance matrix.	2	6
The  distribution of the sample covariance matrix and the sample generalized variance. Hotelling's T2 statistic	3	9
Comparisons of Several Multivariate Means(MANOVA)	3	9
Principal Component Analysis	1	3
Discrimination and Classification	2	6
K-means, Hierarchical Cluster Methods.  This course is based on SAS and IML/SAS(The Statistical Analysis System and Interactive Matrix Language).	2	6

Learning Resources
 
 

1. Required Text(s)
Applied multivariate statistical analysis
Richard A. Johnson, Dean W. Wichern
 

2. Essential References     
An Introduction to Multivariate Statistical Analysis (Wiley Series in Probability and Statistics) T. W. Anderson (Author)
 
 

3- Recommended Books and Reference Material (Journals, Reports, etc) (Attach List)
Al-Nachawati H, Sultan, K. S. and Alzaid A.(2017).Multivariate Data Analysis Using SAS. King  Saud University Publisher, Riyadh, Saudi Arabia.