
교과목명	Multivariate statistical analysis
과목코드	MAS656
담당교수	김성호 (E6 3411 T.2737)
담당조교	김은경 (E6 3415 T.2777)
강의시간	매주 화,목 10:30 ~ 11:45
과제제출	매주 화요일 수업시간 (late = 0 점)

2011 봄학기

Textbooks:

Applied Multivariate Statistical Analysis, 5th ed., R.A. Johnson and D.W. Wichern.

Course Topics:

1. Multivariate Normal distribution and Multiple linear regression analysis

2. Comparisons of several multivariate means and Multivariate linear regression models

3. Principal components and canonical correlation anaylsis

4. Discrimination and classification

6. Some other topics for modelling

Grading:

Homeworks: 50 % or more, Exam: 50% or less.

Note:

This course may not be appropriate for the students who are not familiar with a introductory level of statistics and probability. Homework problems will be given in class.

Tentative Course Schedule:

Week	Sections to cover
1	Ch. 1∼2, Some preliminaries
2	Ch. 3, Sample geometry and random sampling
3	Ch. 4, Multivariate normal distribution(1/2)
4	Ch. 4, Multivariate normal distribution(2/2)
5	Ch. 5, Inferences about a mean vector
6	Ch. 6, Comparisons of several multivariate means
7	Ch. 7, Multivariate linear regression models
8	Mid-term exam
9	Ch. 7, Multivariate linear regression models
10	Ch. 8, Principal components
11	Ch. 9, Factor analysis
12	Ch. 9, Factor analysis
13	Ch. 10, Canonical correlation analysis
14	Ch. 10, Canonical correlation analysis
15	Ch. 11, Multivariate analysis and pattern recognition
16	Final exam