Multivariate analysis  

This course studies topics from multivariate statistical analysis. Topics covered include: random vectors, measures of center and variation in multivariate moments. Multivariate normal distribution. Tests for normality. Estimation of the mean vector and the variance analysis, independence, multivariate –covariance matrix. Wishart and Hotelling distributions. Statistical inference. Union – Intersection Test. Confidence regions. Multivariate analysis of variance and multivariate regression analysis. Least squares method and Wilks distribution. Analysis of covariance. Principal components, Factor analysis, Discriminant analysis, Cluster analysis. The R statistical programming language will be used for applying the introduced methods in a range of Data Science problems. Outcome: Not Provided
Presential
English
Multivariate analysis
English

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