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  數學系  
授課教師
陳宏 
課號
MATH7607 
課程識別碼
221 U0730 
班次
 
學分
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
 
核心能力關聯
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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. 
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
 
指定閱讀
 
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