DEPARTMENT OF STATIS TICS
COLLEGE OF ARTS & SCIENCES
330.972.6886 (TELEPHONE)
Course Description
3470:668
Multivariate Statistical Methods
3 credits
Prerequisite: 3470:461/561 Applied Statistics and 3470:462/562 Applied
Regression and ANOVA or equivalent.
Course Description: Multivariate techniques including distance concept, Hotelling
T2, multivariate ANOVA, regression and correlation, linear contrasts, factorial
experiments, nested and repeat measure designs, Bonferroni X2 tests, linear
discriminant analysis, canonical correlation, applications.
Course Topics:
Basic concepts of vectors and matrices
Concept of statistical distance
Mean vector, covariance matrix, generalized variance
Random sampling from p-variate populations
The multivariate normal distribution
The sample covariance matrix and the Wishart distribution
Hotelling’s T2
Simultaneous confidence intervals of component means
Bonferroni method of multiple comparison
Repeated measures design
Multivariate Analysis of Variance (MANOVA)
Profile analysis
Classical multiple linear regression
Multivariate linear regression
Discriminant analysis
Canonical correlation
Factor Analysis
Fall 2014