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, 2009

2
Note added April 2006: these are essentially my original notes, but I have
just done a little tidying up, and have included a couple of extra graphs for
clarity.
All of the statistical techniques described may be implemented in Splus or
in R: see
http://www.statslab.cam.ac.uk/~pat/misc.ps
for examples.
I have also appended the Exercises sheet at the end of this set of notes, for
convenience.
There are 6 Chapters in all, intended for a 16­hour course, of which about 8
hours should be practical classes: I used R or S­Plus for these.
Contents
Chapter 1. Properties of the multivariate normal distribution.

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

Collections: Mathematics