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Applied Multivariate Analysis, Notes for course of Lent 2004, MPhil in
 

Summary: Applied Multivariate Analysis, Notes
for course of Lent 2004, MPhil in
Statistical Science
P.M.E.Altham, Statistical Laboratory, University of Cambridge.
June 17, 2011
Contents
1 Properties of the multivariate normal distribution 3
2 Estimation and Testing for the multivariate normal distri-
bution 9
2.1 Maximum Likelihood Estimation (mle) . . . . . . . . . . . . . 9
2.2 The distribution of the mle's . . . . . . . . . . . . . . . . . . . 12
2.3 The multivariate analysis of variance . . . . . . . . . . . . . . 14
2.4 Applications to Linear Discriminant Analysis. . . . . . . . . . 17
2.5 Principal components analysis. . . . . . . . . . . . . . . . . . . 19
3 Cluster Analysis 25
4 Tree-based methods, ie decision trees/ classification trees 29
5 Classical Multidimensional Scaling 34
6 Applied Multivariate Analysis Exercises 39
1
Preface

  

Source: Altham, Pat - Statistical Laboratory, Centre for Mathematical Sciences, University of Cambridge

 

Collections: Mathematics