| Title: | Multivariate Statistics |
|---|---|
| Course Section Number: | MAT-377-01 |
| Department: | Math |
| Description: | The course gives a matrix-based treatment of multivariate statistics. Topics will include a brief review of linear algebra (idempotent matrices, orthogonal matrices, spectral decomposition theorem for symmetric matrices), principal components, multivariate distributions, the multivariate normal distribution, the Wishart distribution, multivariate regression, Hotelling's T2, and factor analysis. Credit cannot be given for both for this course and MAT 355 Regression Models. This course may be substituted for MAT 355 Regression Models as a required elective in the Financial Mathematics track of the Mathematics major. |
| Credits: | 0.50 |
| Start Date: | August 25, 2021 |
| End Date: | October 13, 2021 |
| Meeting Information: |
08/25/2021-10/13/2021 Lecture Monday, Wednesday, Friday 10:00AM - 10:50AM, Goodrich Hall, Room 305
|
| Faculty: | Thompson, Peter |
Course Status
| Section Name/Title | Status | Dept. | Capacity |
Enrolled/ Available/ Waitlist |
|---|