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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