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 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 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.

Course Lectures