課程資訊
課程名稱
 多變量統計分析一
MULTIVARIATES STATISTICAL ANALYSIS (I) 
開課學期
 97-2 
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
 星期三1,2(8:10~10:00)星期五2(9:10~10:00) 
上課地點
 新403新403 
備註
 總人數上限：35人 
Ceiba 課程網頁
 http://ceiba.ntu.edu.tw/972multistat 
課程簡介影片
 
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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
 每週五 10:10~11:10
每週二 13:20~14:20
每週二 10:00~11:00 備註： You can also make appointment with me through email on office hour. TA's office hour is 2. 
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 
30% 
  
3. 
 Final 
30% 
  
4. 
 Quiz 
10% 
  
 
課程進度
週次
日期
單元主題
第1週
 02/16  Wednesday: Introduction of Multivariate Analysis; Algorithm aspect of Principal component Analysis
Friday: Finish algorithm aspect of PCA and remind students to study Chapter 2 on Matrix Algebra and Random Vector 
第2週
 02/22  Wednesday: Clasification
Friday: Chapter 2 Matrix Algebra and Random Vectors 
第3週
 03/02  Wednesday: Mixture Distribution
Chapter 3 Multivariate Sample Means, Variances, and Correlations
Friday: Sample Geometry; Generalized Variance
Chapter 4: Multivariate Normal Distribution 
第4週
 03/09  Wednesday: Chapter 4: Multivariate Normal Distribution
Friday:  
第5週
 03/16  Wednesday: Chapter 5 Inference About a Mean Vector; Hotelling's T & Friday: Chapter 5 Likelihood Ratio Tests, Confidence Regions
 
第6週
 03/23  Comparisons of Several Multivariate Means (profile analysis, growth curve); EM Algorithm 
第7週
 03/30  Comparisons of Several Multivariate Means: profile analysis, growth curves
Friday: 溫書假 
第8週
 04/06  Wednesday: Comparisons of Several Multivariate Means, PCA
Friday: PCA 
第9週
 04/13  Wednesday: , MANOVA, Profile analysis, growth curves
Friday: Discrimination and Classification 
第10週
 04/20  Wednesday: Midterm
Friday: Discrimination and Classification 
第11週
 04/27  Wednesday & Friday: Discrimination and Classification 
第12週
 05/04  Wednesday & Friday: Factor Analysis 
第13週
 05/11  Wednesday: Factor Analysis;
Friday: Canonical Correlation Analysis 
第14週
 05/18  Wednesday: Canonical Correlation Analysis;
Friday: clustering
 
第15週
 05/25  Wednesday: Clustering
Friday: 端午節 
第16週
 06/01  Wednesday: Clustering;
Friday: Model Selection 
第17週
 06/08  Wednesday: 陳君厚教授演講;
Friday: Review 
第18週
 06/15  Wednesday: Final