Summary: Applied Multivariate Analysis, Notes
for course of Lent 2004, MPhil in
P.M.E.Altham, Statistical Laboratory, University of Cambridge.
June 17, 2009
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
All of the statistical techniques described may be implemented in Splus or
in R: see
I have also appended the Exercises sheet at the end of this set of notes, for
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.
Chapter 1. Properties of the multivariate normal distribution.