Details of MA5109 (Autumn 2019)
Level: 5  Type: Theory  Credits: 4.0 
Course Code  Course Name  Instructor(s) 

MA5109  Multivariate Analysis  Asok Kumar Nanda 
Syllabus 

Distance between two random vectors, multivariate distribution function, generalized variance, properties of multivariate normal distribution and estimation of its parameters, distribution of quadratic forms, spherical and elliptical distributions, Wishart and Hotelling's $T^2$ distributions along with their properties, classification and discriminant analysis, multiple and partial correlation coefficients, principal component analysis, canonical correlations and canonical variables, clustering and factor analysis. 
Prerequisite 

Statistical Inference (MA4107) 
References 

Suggested Texts:

Course Credit Options
Sl. No.  Programme  Semester No  Course Choice 

1  IP  1  Not Allowed 
2  IP  3  Not Allowed 
3  IP  5  Not Allowed 
4  MR  1  Not Allowed 
5  MR  3  Not Allowed 
6  MS  9  Elective 
7  RS  1  Not Allowed 
8  RS  2  Not Allowed 