課程資訊
課程名稱
 多變量統計分析一
MULTIVARIATES STATISTICAL ANALYSIS (I) 
開課學期
 96-2 
授課對象
 理學院  數學研究所  
授課教師
 陳 宏 
課號
 MATH7607 
課程識別碼
 221 U0730 
班次
  
學分
 3 
全/半年
 半年 
必/選修
 選修 
上課時間
 星期二2(9:10~10:00)星期四4,@(11:20~) 
上課地點
 新504新501 
備註
 先備知識:微積分、機率與統計、線代
總人數上限：50人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/962msi 
課程簡介影片
 
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課程大綱
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課程概述

1. Introduction of Multivariate Analysis
2. Matrix Algebra, Random Vectors, and Multivariate Normal
3. Statistical Inferences for Multivariate Distributions
4. Principal component Analysis
5. Factor Analysis
6. Discriminant Analysis
7. Cluster Analysis
8. Multivariate Analysis of Variance
9. Canonical Correlation Analysis
 

課程目標
 1. Learn basic techniques for analysis of multi-dimensional data.
2. Study multivariate distributions, especially Gaussian distribution.
3. Understand multivariate statistical inference and applications such as
discriminant analysis and cluster analysis.
4. Discuss various methods for dimension reduction, including principal component
analysis, factor analysis, Canonical Correlation Analysis, etc. 
課程要求
 Solid knowledge on calculus, probability and statistics.
Familiarity with linear algebra.  
預期每週課後學習時數
  
Office Hours
 每週二 15:20~16:20 備註： You can also make appointment with me through email on office hour. 
指定閱讀
  
參考書目
 Johnson, R.A. and Wichern, D.W. (2007) Applied Multivariate Statistical
Analysis. Pearson Prentice Hall. (textbook)
Flury, B. (1997) A First Course In Multivariate Statistics. Springer.
Srivastava, M. S. (2002) Methods of Multivariate Statistics. Wiley
 
評量方式
(僅供參考)
  
No.
項目
百分比
說明
1. 
 Homework 
30% 
  
2. 
 Midterm 
35% 
  
3. 
 Final 
35% 
  
 
課程進度
週次
日期
單元主題
第1週
 02/18  Tu: Introduction of Multivariate AnalysisTh: Chapter 2 Matrix Algebra and Random Vector 
第2週
 02/25  Tu: Chapter 2 Matrix Algebra and Random Vectors;
Chapter 3 Multivariate Sample Means, Variances, and Correlations
Th: 和平紀念日 
第3週
 03/03  Tu: Mixture Distribution
Chapter 3 Multivariate Sample Means, Variances, and Correlations
Th: Sample Geometry; Generalized Variance
Chapter 4: Multivariate Normal Distribution 
第4週
 03/10  Tu: Chapter 4: Multivariate Normal DistributionTh: Chapter 5 Inference About a Mean Vector; Hotelling's T 
第5週
 03/17  Tu & Th: Chapter 5 Likelihood Ratio Tests, Confidence Regions
 
第6週
 03/24  Discrimination and Classification;
Comparisons of Several Multivariate Means 
第7週
 03/31  Discrimination and Classification; Comparisons of Several Multivariate Means 
第8週
 04/07  Tu: Comparisons of Several Multivariate Means
Th: PCA 
第9週
 04/14  Tu: EM Algorith;
Th: Midterm 
第10週
 04/21  Tu: EM Algorith,
Th: Principal component Analysis 
第11週
 04/28  Tu; Principal component Analysis
Th; no meeting 
第12週
 05/05  Tu; Principal component Analysis
Th: Factor Analysis 
第13週
 05/12  Tu: Factor Analysis;
Th: Canonical Correlation Analysis 
第14週
 05/19  Tu: Canonical Correlation Analysis;
Th: clustering 
第15週
 05/26  Tu: Clustering
Th: Clustering 
第16週
 06/02  Tu: Clustering;
Th: Model Selection 
第17週
 06/09  Tu: Model Selection;
Th: 運用多變量統計方法來建立山崩潛感因子篩選與潛感分析機制暨雨量預警系統之構思 
第18週
 06/16  Th: Final