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 Hotelling’s 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.

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Course Curriculum

Lecture 1 – Basic concepts on multivariate distribution – I Details 57:22
Basic concepts on multivariate distribution – II Details 57:14
Multivariate normal distribution – I Details 55:44
Multivariate normal distribution – II Details 54:57
Multivariate normal distribution – III Details 49:30
Some problems on multivariate distributions – I Details 54:25
Some problems on multivariate distributions – II Details 58:38
Random sampling from multivariate normal distribution and Wishart distribution – I Details 1:8
Random sampling from multivariate normal distribution and Wishart distribution – II Details 59:59
Random sampling from multivariate normal distribution and Wishart distribution – III Details 1:1:23
Wishart distribution and it’s properties -I Details 57:39
Wishart distribution and it’s properties- II Details 56:29
Hotelling’s T2 distribution and it’s applications Details 1:1:21
Hotelling’s T2 distribution and various confidence intervals and regions Details 1:22
Hotelling’s T2 distribution and Profile analysis Details 55:16
Profile analysis-I Details 55:44
Profile analysis II Details 56:52
MANOVA-I Details 58:45
MANOVA- II Details 58:16
MANOVA- III Details 57:59
MANOVA & Multiple correlation coefficient Details 57:23
Multiple correlation coefficient Details 58:58
Principal component analysis Details 52:44
Principal component analysis I Details 1:1
Principal component analysis II Details 57:44
Cluster Analysis Details 58:15
Cluster Analysis I Details 58:22
Cluster Analysis II Details 57:30
Cluster Analysis III Details 55:19
Discriminant analysis and classification Details 0:1
Discriminant Analysis and Classification I Details 57:24
Discriminant Analysis and Classification II Details 54:37
Discriminant Analysis and Classification III Details 56:41
Discriminant Analysis and Classification IV Details 58:47
Discriminant Analysis and classification V Details 54:24
Discriminant Analysis and Classification VI Details 46:39
Factor_Analysis Details 58:26
Factor_Analysis I Details 44:11
Factor_Analysis II Details 57:51
Canonical Correlation Analysis Details 56:40
Canonical Correlation Analysis I Details 57:36
Canonical Correlation Analysis II Details 58:14
Canonical Correlation Analysis III Details 1:9:10

Video lessons are provided by IIT Kanpur as part of NPTEL Video tutorials.

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