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Syllabus (Dragged) 3

The document outlines the syllabus for the M.A./M.Sc. Statistics course on Multivariate Analysis for the 3rd semester, effective from 2022. It includes course objectives, outcomes, and detailed units covering topics such as multivariate normal distribution, regression models, classification, and factor analysis. The course aims to equip students with both elementary and advanced concepts of multivariate analysis tools and their applications.

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16 views1 page

Syllabus (Dragged) 3

The document outlines the syllabus for the M.A./M.Sc. Statistics course on Multivariate Analysis for the 3rd semester, effective from 2022. It includes course objectives, outcomes, and detailed units covering topics such as multivariate normal distribution, regression models, classification, and factor analysis. The course aims to equip students with both elementary and advanced concepts of multivariate analysis tools and their applications.

Uploaded by

abdulbasit211
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Choice Based Credit System (CBCS) Syllabus for M.A./M.Sc.

Statistics
3rd - Semester for Batch 2022 wef 2022 and onwards
BOSPG held on 23/05/2022

MULTIVARIATE ANALYSIS
COURSE NO: ST22302CR No. of Credits -4
Course objectives: To introduce the elementary and advanced concepts of multivariate
analysis tools.
Course outcomes: On successful completion of this course, the students will be able to
• Describe the multivariate analysis tools in relation to univariate tools
• Apply multivariate statistical methods in various applications.
UNIT-I
Multivariate Normal Distribution Theory: Marginal and conditional distribution, Joint
distribution, Linear function of correlated normal variate. Characteristics function of
multivariate normal distribution, Maximum likelihood estimation of the mean vector and co-
variance matrix and their independence. Distribution of sample mean vector. Large sample
behavior of mean vector and co-variance matrix. Distribution of non-central chi-square.
UNIT-II
Quadratic form and its distribution. Multiple and partial correlation co-efficient and their
sampling distribution. Simple regression model, regression co-efficient and distribution of
sample regression co-efficient. Test of linear hypothesis about regression co-efficients and
interval estimation.
Canonical Correlation and Canonical variables: Definition, uses, estimation and statistical
inference. Distribution of characteristic roots and vectors: The distribution of canonical
Correlation.
UNIT-III
Distribution of sample co-variance matrix and the sample generalized variance; Wishart matrix
and its distribution. Some important properties of the Wishart distribution. Characteristic
function of Wishart distribution.
Generalized T 2 statistics: The general T2statistics, Derivation of the generalized T2 statistics
and its distribution. Some important properties of T2 statistics and its uses. Two-sample
problem with unequal co-variance matrices. Likelihood criterion for testing independence of set
of variate and it moments. Walk’s lambda criterion and its distribution. Mahalanobis D 2
statistics and its distribution.
UNIT-IV
Classification and discrimination: Classification and discrimination procedure for
discrimination between two multivariate normal populations. Sample discriminant function,
tests associated with discriminate function, standards of good classification, probability of
misclassification and their estimation, classification into two and more than two multivariate
normal population
Principal Component: Definition of principal components, uses, estimation and computation,
Statistical inference on principal components.
Factor Analysis: Definition of factor analysis and uses, linear factor models, estimation of factor
loading, Factor rotation, estimation of factor scores.
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