## STAT3914 Applied Statistics (Advanced)

Semester 2, 2015

#### Announcements

The course content will be available under Blackboard separately from the material of STAT3014.
#### Staff

#### Schedule

- Lectures: Tue 4pm (E Av 310), Fri 11am (AGR)
- Office Hour (Carslaw 821): Mon 4:30pm

#### Grading Structure and Schedule

As sepcified in your STAT3014 assesment policy

#### 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

The students will gain knowledge of the following subjects:
- 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