# Multivariate Analysis (ΣΕΕ6)

### General

School School of Science Department of Mathematics Graduate ΣΣΕ6 2 Multivariate Analysis Lectures-Laboratory (Weekly Teaching Hours: 3, Credits: 7.5) Specialized general knowledge - Greek Yes (in English) See eCourse, the Learning Management System maintained by the University of Ioannina.

### Learning Outcomes

Learning outcomes The aim of the course is to present techniques and methods of Multivariate Statistical Analysis. The interest is initially focused on the study of multivariate distributions and, in particular, the multivariate normal distribution that predominates in the classical multivariate analysis. Estimation techniques and statistical tests on the parameters of the multivariate normal distribution are presented and studied. Afterwards the following subjects are presented: Principal Components, Discriminant Analysis and Cluster Analysis. The above methods are presented and studied theoretically. Their implementation is provided by the use of appropriate statistical software. Upon completing the course students should be able to elaborate research issues on Multivariate Statistical Analysis. They also should be able to apply the aforementioned multivariate techniques in a real data set. Working independently Decision-making Production of free, creative and inductive thinking Criticism and self-criticism

### Syllabus

The multivariate normal distribution. The non-central chi-square and F distributions. Quadratic forms: Independence, distributions. Spherical and Elliptical distributions. Maximum likelihood estimators (m.l.e) of the parameters of the multivariate normal distribution. Classical properties of m.l.e. The Wishart distribution. Tests of hypotheses of mean vectors. Likelihood ratio method - Union/Intersection method. Hotelling's T2 statistic and distribution. One-way MANOVA. Tests concerning variance-covariance matrices. Tests of independence. Principal Components. Discriminant Analysis. Cluster Analysis

### Teaching and Learning Methods - Evaluation

Delivery Classroom (face-to-face)
Use of Information and Communications Technology

Use of ICT in communication with students

Teaching Methods
Lectures 39
Working independently 78
Exercises-Homework 70.5
Course total 187.5
Student Performance Evaluation

Final written exam in Greek (in case of Erasmus students in English).

### Attached Bibliography

• Anderson, T. W. (2003). An Introduction to Multivariate Statistical Analysis. 3rd Edition. Wiley.
• Fang, K.T., and Zhang, Y.T.. (1990). Generalized Multivariate Analysis. Springer. Berlin.
• Flury, B. (1997). A first course in multivariate statistics. Springer.
• Johnson, R. A. and Wichern, D. W. (2006). Applied Multivariate Statistical Analysis. Prentice Hall.
• Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Multivariate Analysis. Academic Press.
• Muirhead, R. J. (1982). Aspects of Multivariate Statistical Theory. Wiley.
• Rencher, A. C. (1995). Methods of Multivariate Analysis. Wiley.
• Srivastava, M. S. (2002). Methods of multivariate statistics. Wiley.