Random variables, joint probability functions, distribution functions, characteristic functions, generating functions, Laplace transforms, moment generating functions (in multivariate case) and Jacobian of transformation. Bivariate discrete distributions: bivariate binomial, Poisson, geometric and negative binomial distributions. Bivariate continuous distributions: bivariate normal, gamma and exponential distributions. Multivariate distributions: multinomial, multivariate normal, Hotelling t2, Mahalanobis' d2, and Wishart distributions. Canonical variables and canonical correlations, factor analysis, problem of classifications, discriminant functions, Wilk's criterion. Test of significance in multivariate case.
Contact hours:
Four lectures/tutorials and one computer lab per week.Assessment:
Two tests (25%), approximately four assignments (15%), final exam (60%).Prerequisite:
1.20804; 1.30812 and permission of the Discipline.Text:
Anderson, T. W., 1958, An Introduction to Multivariate Statistical Analysis, John Willey, New York
Srivastava, M. S. & Khatri, C. G., 1979, An introduction to Multivariate Statistics, Elsevier, Amsterdam