STAT3914 Applied Statistics (Advanced)
Semester 2, 2015
Announcements
The course content will be available under Blackboard separately from the material of STAT3014.
Staff
Schedule
- Lectures: Tue 4pm (E Av 310), Fri 11am (AGR)
- Office Hour (Carslaw 821): Mon 4:30pm
Grading Structure and Schedule
As sepcified in your STAT3014 assesment policy
References
- Johnson, R. and Wichern, D., (1988) Applied Multivariate Statistical Analysis, Prentice Hall, Englewood Cliffs, New Jersey.
- Mardia, K., Kent, J. and Bibby, J., (1979) Multivariate Analysis, Academic Press, London.
- Muirhead, R., (1982) Aspects of Multivariate Statistical Theory, John Wiley and Sons, Inc., New York.
- Srivastava, M. and Carter, E., (1983) An Introduction to Applied Multivariate Statistics, North Holland, New York.
Learning Outcome
The students will gain knowledge of the following subjects:
- Multivariate normal distribution: marginal and conditional distributions, partial correlation, MLEs for the mean vector and covariance matrix
- Craig's Theorem; Wishart distribution
- Hotelling's T^2
- Introduction to factor analysis