STA D37H (Winter 2013): Multivariate Analysis


Office hours on Monday, April 22: 11-12pm
You can pick up assignment 4 at Miranda Tang's office IC449.




Instructor :
  • Russ Salakhutdinov, Office: IC462
  • Email: rsalakhu [at] utstat [dot] toronto [dot] edu

  • Lectures: Mondays 1-4pm
  • First Lecture: : Monday, Jan 7, 2013 at IC120.
  • Last Lecture: : TBD, 2013.
  • Office hours: Mondays, 11-12pm.
  • Office hours: Weds 11-12pm (by appointment).

Midterm is on Monday Feb 25, 2013:
You can use a nonprogrammable calculator and an 8 by 11 inch Crib Sheet - Single-sided .

Final is on Thursday, April 25, 7:00 -- 10:00pm, at SW128
You can use a nonprogrammable calculator and an 8 by 11 inch Crib Sheet - Double-sided .


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: IC462


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STAD37 (Winter 2013): Multivariate Analysis || http://www.utstat.toronto.edu/~rsalakhu/StaD37H_2013/