Spring 2019 - STAT 445 E100
Applied Multivariate Analysis (3)
Class Number: 3461
Delivery Method: In Person
Course Times + Location:
Tu 4:30 PM – 6:20 PM
BLU 9660, Burnaby
Th 4:30 PM – 5:20 PM
EDB 7618, Burnaby
Exam Times + Location:
Apr 16, 2019
7:00 PM – 10:00 PM
SSCB 9200, Burnaby
Prerequisites:STAT 285 or STAT 302 or STAT 305 or BUEC 333 or equivalent.
Introduction to principal components, cluster analysis, and other commonly used multivariate techniques. Quantitative.
1. Multivariate Random Variables and Distributions
2. Inference under Multivariate Normal Distribution
3. Multivariate Linear Regression
4. Principal Components and Factor Analysis
5. Discrimination and Classification
6. Clustering Analysis
- Assignments 10%
- Midterm 40%
- Final 50%
Above grading is subject to change.
Applied Multivariate Statistical Analysis, 6th ed. by R.A. Johnson and D.W. Wichern. Publisher: Prentice Hall.
Department Undergraduate Notes:
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