Statistics Program

Course Description

Multivariate Analysis

  • Course number : 221 U3780
  • Credits : 3 units
  • Required or Requisite : Requisite
  • Time : Spring
  • Prerequisites : Advanced Statistical Inference
  • Course Description :
    random vectors; multivarite Normal distribution; partial and multiple correlation; Wishart distribution; Hotelling's T2; principal component analysis; factor analysis; multivariate regression analysis; discriminant analysis; cluster analysis; canonical correlation analysis.
  • Textbook :
    Flury, B. (1997) A first course in multivariate statistics. Springer.
  • Reference :
  1. Johnson, R.A. and Wichern, D.W. (1998). Applied multivariate statistical analysis. 4th ed. Prentice Hall.
  2. Sharma, S. (1996) Applied multivariate techniques. Wiley.
  3. Anderson, T.W. (1984). An introduction to multivariate statistical analysis. 2nd ed. Wiley.
  4. Mardia, K.V., Kent, J.T., and Bibby, J.M. (1980). Multivariate Analysis. Acadamic Press, Inc. New York.

Last updated: August 6, 2003

Address: Department of Mathematics, National Taiwan University, Taipei, Taiwan
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