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STAT 6610 - Multivariate Statistical AnalysisA theoretical treatment of multivariate statistical problems and techniques. Topics include: multivariate normal distribution; quadratic forms; multiple and partial correlation; sample correlation coefficients; Hotelling's statistic; Wishart distribution; applications to tests of the mean vector and covariance matrix; principal components; factor analysis; cluster analysis; discriminant analysis. Prerequisites/Corequisites: Prerequisite: STAT 6630 Credits: 3 hours Notes: Open to graduate students only. |
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