Academic Catalog

STAT465 MULTIVARIATE ANALYSIS I

Course Code: 2460465
METU Credit (Theoretical-Laboratory hours/week): 4(3-2)
ECTS Credit: 9.0
Department: Statistics
Language of Instruction: English
Level of Study: Undergraduate
Course Coordinator: Prof.Dr. BARI SRC
Offered Semester: Fall Semesters.
Prerequisite: Set 1: 2360260 , 2460156
Set 2: 2360260 , 2460102
One of the sets above should be completed before taking STAT465 MULTIVARIATE ANALYSIS I .

Course Content

Vectoral representation of multivariate data. Sample mean vector and sample covariance matrix. Multivariate distributions, multivariate normal distribution, some other multivariate distributions. Parametric estimation. Hypothesis testing. Reduction of dimensionality.
Prerequisites: MATH 260, STAT 156