STAT3914 Applied Statistics (Advanced)
Semester 2, 2011

Announcements

• For the quiz on Tuesday 11/10 you are allowed to bring a single sided A4 page that you can view without any auxiliary optical device. You will be expected to demonstrate the ability to prove a claim as well as to be able to discern between true and false statements.
• The second assignment is now posted. It is due by 3pm Monday 10/10.
• Exercises (last updated 4/10/11)
• Slides and notes are available (last updated 4/10/11)

Staff

• Lectures: Uri Keich

Schedule

• Lectures (Carslaw 350): Tue 4pm
• Office Hour (Carslaw 821): Mon 5:30pm

Grading Structure and Schedule

• Two assignments, each is to be placed in the labelled (white) cabinet next to Carslaw 817 by 3pm on the due date: 22/8 and 10/10. There will be a quiz on Tuesday 11/10 at 4pm (Carslaw 350). The quiz is 7% and each of the assignments is worth 4% of the course grade. The remaining 85% coming from the normal course components: labs (4%), assignments (8%), quiz (4%), prac exam (8%), final exam (61%).

References

• Johnson, R. and Wichern, D., (1988) Applied Multivariate Statistical Analysis, Prentice Hall, Englewood Cliffs, New Jersey.
• Mardia, K., Kent, J. and Bibby, J., (1979) Multivariate Analysis, Academic Press, London.
• Muirhead, R., (1982) Aspects of Multivariate Statistical Theory, John Wiley and Sons, Inc., New York.
• Srivastava, M. and Carter, E., (1983) An Introduction to Applied Multivariate Statistics, North Holland, New York.

Learning Outcome

• Multivariate normal distribution: marginal and conditional distributions, partial correlation, MLEs for the mean vector and covariance matrix
• Craig's Theorem; Wishart distribution
• Hotelling's T^2
• Introduction to factor analysis