AMS 577, Multivariate Analysis

The multivariate distribution. Estimation of the mean vector and covariance matrix of the multivariate normal. Discriminant analysis. Canonical correlation. Principal components. Factor analysis. Cluster analysis. 
Prerequisite: AMS 572 and AMS 578
3 credits, ABCF grading 

Course will be available every Fall semester.

AMS 577 Webpage 

Textbook:
"Applied Multivariate Statistical Analysis" by Richard A. Johnson and Dean W. Wichern; 6th edition, Pearson Publishing, 2007; ISBN-13: 978-0131877153 / ISBN-10: 0131877151