STA D37H (Winter 2012): Multivariate Analysis
Lectures: Mondays 3-6pm
Russ Salakhutdinov, Office: IC342
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
This course covers some of the theory and methodology
of multivariate statistical analysis. The topics to be covered
Prerequisite: STAC67H Regression Analysis
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
- Discriminant Analysis
- Cluster analysis.
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".
Email: rsalakhu [at] utstat [dot] toronto [dot] edu
Course Information |
Lecture Schedule |
STAD37 (Winter 2012): Multivariate Analysis