STA422L MULTIVARIATE ANALYSIS LAB
4 Hours/Week, 2 Credits
Simulation of multivariate normal variate. Tests of mean vectors by Hotelling’s T2 and Mahalanobish D2; Tests for covariance and correlation patterns and multivariate normality. Estimation of multivariate linear regression and construction of MANOVA. Principal component analysis using multidimensional data. Other topics as covered in the theory part.