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MT4609 MULTIVARIATE ANALYSISAimsTo introduce students to the ideas and techniques of multivariate statistical analysis.ObjectivesBy the end of the course students are expected to be able to reproduce the underlying theory;  estimate parameters and carry out appropriate tests; SyllabusMean vectors, covariance matrices, correlation matrices; basic properties of multivariate normal distributions; checking multivariate normality; the likelihood ratio and unionintersection principles for constructing multivariate tests; the onesample and twosample Hotelling's T^{2} tests; tests on covariance matrices, tests of independence; linear discriminant analysis; principal components analysis; canonical correlation.TextbooksMultivariate Statistical Methods: D F Morrison; Thomson/Brooks/Cole; (4th edition) 2005.Applied Multivariate Analysis: R A Johnson & D W Wichern; PrenticeHall; (6th edition) 2007; Multivariate Analysis: K V Mardia, J T Kent & J M Bibby; Academic Press; 1979; Assessment2 Hour Examination = 100%PrerequisitesMT3606AntirequisitesMT5705AvailabilityAcademic year 2012/13 in semester 2 at 10LecturerDr I B J GoudieClick here for access to past examination papers via iSaint. Click here to see the University Course Catalogue entry. Revised: PMH (October 2012)
