STAT 445/645 – Applied Multivariate Analysis
, Simon Fraser University, 2026
Institution: Simon Fraser University
Term: Spring 2026
Topics
- Multivariate Random Variables and Distributions
- Inference under Multivariate Normal Distribution
- Multivariate Linear Regression
- Principal Components and Factor Analysis
- Discrimination and Classification
- Clustering Analysis
Course Information
Lecture Notes
- Lecture 1: Course overview & motivation
- Lecture 2: review matrix algebra
- Lecture 3: review matrix algebra / random vectors
- Lecture 4: random vectors/multivariate descriptive analysis
- Lecture 5: multivariate normal distribution
- Lecture 6: multivariate normal distribution
- Lecture 7: Inferences on Mean Vector
- Lecture 8: Inferences on Mean Vector
- Lecture 9: Comparisons of Several Mean Vectors
- Lecture 10: Comparisons of Several Mean Vectors
- Lecture 11: Classical Linear Regression
- Lecture 12: Multivariate Linear Regression
- Lecture 13: Discrimination and Classification
- Lecture 14: Discrimination and Classification
These notes are lecture summaries provided for general reference only.