Imperial College London

Dr Ed Cohen

Faculty of Natural SciencesDepartment of Mathematics

Lecturer in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 3986e.cohen

 
 
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Location

 

536Huxley BuildingSouth Kensington Campus

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Summary

 

Multivariate Analysis - M4S18A1

Aims

Key topics of linear algebra. Standard multivariate notations. The covariance matrix. The multivariate normal
distribution. Principle Component Analysis. Multivariate Discriminant Analysis. The central and non-central
chi-square distributions. The Kronecker product. The Wishart distribution. The F-distribution and Hotelling’s
T2 statistic. Selected likelihood ratio tests. Ordinary, multiple and partial correlation coefficients.

Role

Lecturer