課程資訊

MULTIVARIATES STATISTICAL ANALYSIS (I)

96-2

MATH7607

221 U0730

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/962msi

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

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.

Solid knowledge on calculus, probability and statistics.
Familiarity with linear algebra.

Office Hours

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

(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