Description: We will cover the following topics after reviewing some basic definitions and results in linear algebra: multivariate distributions including the multivariate normal distribution and its properties; linear transformations; characteristic functions; estimation of mean vectors and covariance matrices; likelihood ratio tests; principal components; quadratic forms and their properties; the Wishart distribution; Hotelling’s T2 distribution; multivariate analysis of variance; regression: multiple correlation.. Other topics may be added as time permits.

Term: A

Course	Instructor(s)	Outline	Term	School Year
SS9848B001	Serge Provost		B	2017/2018