Lecture 1: Basic concepts on multivariate distribution - I
Lecture Details :
Applied Multivariate Analysis by Dr. Amit Mitra,Dr. Sharmishtha Mitra, Department of Mathematics and Science, IIT Kanpur. For more details on NPTEL visit http://nptel.iitm.ac.in
Course Description :
Multivariate analysis is a fundamental concept in applied statistics. In this course - we shall first look at basic concepts of multivariate distributions and study standard multivariate distributions which provide multivariate counterparts of the univariate distributions
Multinomial - multivariate normal - Wishart and Hotellings T2distributions shall be studied in detail.Important applied multivariate data analysis concepts of principal component analysis, profile analysis - multivariate analysis of variance - cluster analysis - discriminant analysis and classification - factor analysis and canonical correlations analysis.