STA D37H (Winter 2012): Multivariate Analysis
Lectures: Mondays 3-6pm
Instructor :
-
Russ Salakhutdinov, Office: IC342
- Email:
rsalakhu [at] utstat [dot] toronto [dot] edu
- Lectures: Mondays 3-6pm (we may have some
make-up lectures on Weds 4-5pm).
- First Lecture: : Monday, Jan 9, 2012 at IC320.
- Last Lecture: : April 4, 2012.
- Office hours: Mondays, 11-12pm.
- Office hours: Weds 11-12pm (by appointment).
Midterm is on Friday Feb 27, 2012:
You can use a nonprogrammable calculator and
an 8 by 11 inch Crib Sheet - Double-sided.
Final is on Friday April 27, 2012
2:00-5:00pm at IC120
Office Hours: Wed, 18, 11-12pm
Wed, 25, 11-12pm
Course Outline:
This course covers some of the theory and methodology
of multivariate statistical analysis. The topics to be covered
include:
-
Linear algebra for statistics
- Multivariate distributions
-
Multivariate Normal and some associated distribution theory
- Inferences about a mean vector
- Multivariate regression analysis
- Principal components and Factor analysis
- Canonical correlation
analysis
- Discriminant Analysis
- Cluster analysis.
Prerequisite: STAC67H Regression Analysis
Text :
Applied Multivariate Statistical Analysis by Richard Johnson and
Dean Wichern, Sixth Edition.
You can get the datasets used as examples in the text,
plus some proofs omitted from the book, from
this web page. Click on "Take a closer look".
Contact Information
Email: rsalakhu [at] utstat [dot] toronto [dot] edu
Office: IC342
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