Contents:

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.

### 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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