Topics in Advanced Statistics: Multivariate Analysis - MATH97078
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