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Course

# Applied Multivariate Analysis

Indian Institute of Technology Kanpur

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 Hotellingâ€™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 shall be covered.

The theoretical concepts as well as practical data analysis using real life data shall be used to illustrate and study the concepts.

Home > Mathematics > Statistics > Applied Multivariate AnalysisLectures:
• ### Prologue

01:01:28Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-01 Lecture 1 - Basic concepts on multivariate distribution - I

00:57:22Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-02 Basic concepts on multivariate distribution - II

00:57:14Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-03 Multivariate normal distribution - I

00:55:44Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-04 Multivariate normal distribution - II

00:54:57Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-05 Multivariate normal distribution - III

00:49:30Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-06 Some problems on multivariate distributions - I

00:54:25Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-07 Some problems on multivariate distributions - II

00:58:38Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-08 Random sampling from multivariate normal distribution and Wishart distribution - I

01:00:08Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-09 Random sampling from multivariate normal distribution and Wishart distribution - II

00:59:59Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-10 Random sampling from multivariate normal distribution and Wishart distribution - III

01:01:23Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-11 Wishart distribution and it's properties -I

00:57:39Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-12 Wishart distribution and it's properties- II

00:56:29Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-13 Hotelling's T2 distribution and it's applications

01:01:21Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-14 Hotelling's T2 distribution and various confidence intervals and regions

01:00:22Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-15 Hotelling's T2 distribution and Profile analysis

00:55:16Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-16 Profile analysis-I

00:55:44Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-17 Profile analysis II

00:56:52Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-18 MANOVA-I

00:58:45Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-19 MANOVA- II

00:58:16Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-20 MANOVA- III

00:57:59Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-21 MANOVA & Multiple correlation coefficient

00:57:23Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-22 Multiple correlation coefficient

00:58:58Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-23 Principal component analysis

00:52:44Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-24 Principal component analysis

01:00:01Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-25 Principal component analysis

00:57:44Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-26 Cluster Analysis

00:58:15Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-27 Cluster Analysis

00:58:22Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-28 Cluster Analysis

00:57:30Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-29 Cluster Analysis

00:55:19Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-30 Discriminant analysis and classification

01:00:00Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-31 Discriminant Analysis and Classification

00:57:24Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-32 Discriminant Analysis and Classification

00:54:37Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-33 Discriminant Analysis and Classification

00:56:41Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-34 Discriminant Analysis and Classification

00:58:47Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-35 Discriminant Analysis and classification

00:54:24Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-36 Discriminant Analysis and Classification

00:46:39Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-37 Factor_Analysis

00:58:26Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-38 Factor_Analysis

00:44:12Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-39 Factor_Analysis

00:57:51Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-40 Canonical Correlation Analysis

00:56:40Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-41 Canonical Correlation Analysis

00:57:36Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-42 Canonical Correlation Analysis

00:58:14Dr. Sharmishtha Mitra, Dr. Amit Mitra
• ### Mod-01 Lec-43 Canonical Correlation Analysis

01:09:10Dr. Sharmishtha Mitra, Dr. Amit Mitra
Course Material: