Multivariate Statistical Analysis (STAT 50023)

Fall 2025

Lecture Time and Venue:

Wednesday, 18:30-21:05, ~~H2110~~ H6509

Grading:

Homework 40% + Final Exam 60%

Reading Materials:

Richard A. Johnson, Dean W. Wichern. "Applied Multivariate Statistical Analysis". Pearson; 6th Edition. [link]
Theodore W. Anderson. "An Introduction to Multivariate Statistical Analysis". John Wiley & Sons Inc; 3rd Edition. [link]
张尧庭/方开泰. "多元统计分析引论". 科学出版社, 2015. [link]

Courseware (subject to changes):

Sep 10: Introdution, Review of Linear Algebra and Optimization. [pdf]
Sep 17: Random Vectors and Matrices, Random Samples, Generalized Variance. [pdf]
Sep 24: Multivariate Normal Distribution, Linear Transformation, Marginal Distribution. [pdf]

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