STAT 425. Multivariate Statistics. 3 Hours.
Semester course; 3 lecture hours. 3 credits. Prerequisites: MATH 307, MATH 310, STAT 309, and either STAT 305 or STAT 314. Completion of STAT 421 is strongly recommended. Introduction to multivariate statistical analysis methods. Topics include multivariate probability distributions and their properties, conditional and marginal distributions, multivariate normal distribution, Hotelling’s T2 distribution, multivariate analysis of variance, repeated measures, multivariate regression, principle component analysis, exploratory factor analysis, linear discriminant analysis, cluster analysis, and regression trees. Students will use modern statistical software to perform these analyses.