STA D37H (Winter 2012): Multivariate Analysis
Lectures: Mondays 36pm
Instructor :

Russ Salakhutdinov, Office: IC342
 Email:
rsalakhu [at] utstat [dot] toronto [dot] edu
 Lectures: Mondays 36pm (we may have some
makeup lectures on Weds 45pm).
 First Lecture: : Monday, Jan 9, 2012 at IC320.
 Last Lecture: : April 4, 2012.
 Office hours: Mondays, 1112pm.
 Office hours: Weds 1112pm (by appointment).
Midterm is on Friday Feb 27, 2012:
You can use a nonprogrammable calculator and
an 8 by 11 inch Crib Sheet  Doublesided.
Final is on Friday April 27, 2012
2:005:00pm at IC120
Office Hours: Wed, 18, 1112pm
Wed, 25, 1112pm
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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STAD37 (Winter 2012): Multivariate Analysis
 http://www.utstat.toronto.edu/~rsalakhu/StaD37H/
