課程專區

Course

多變量分析 Multivariate Analysis

課程行事曆

  • 多變量分析 Multivariate Analysis

課程行事曆

本課程行事曆提供課程進度與考試資訊。

週次 上課日期 課程進度、內容、主題
1 2/23 Aspects of multivariate analysis 
  • introduction
  • review of linear algebra and matrices
Matrix algebra and random vectors
  • random vectors
  • distance
  • sample geometry
  • random sampling of sample mean vector and covariance matrix
  • generalized variance
  • matrix operations of sample values
2 3/01 Multivariate normal distribution
  • density and properties
  • sampling from multivariate normal and MLE
  • sampling distribution and large sample behavior of X and S
  • assessing the assumption of normality
  • transformation to near normality
3 3/08 Inferences about a mean vector
  • inference for a normal population mean
  • Hotelling's T2 and likelihood ratio test
  • confidence regions and simultaneous comparisons of component means
  • large sample inferences about a population mean vector
4 3/15 Comparisons of several multivariate means
  • paired comparisons and repeated measures design
  • comparing mean vectors from two populations
  • comparing several multivariate population means (one-way MANOVA)
5 3/22 Principal components
  • introduction
  • population principal components
  • summarizing sample variation by principal components
  • large sample inferences
6 3/29 Factor analysis (1/2)
  • introduction
  • orthogonal factor model
  • methods of estimation
7 4/05 Day-off
8 4/12 Factor analysis (2/2)
  • factor rotation
  • factor scores
9 4/19 Midterm exam
10 4/26 Clustering (1/2)
  • -introduction
  • -similarity measures
  • -hierarchical clustering methods
11 05/03
Clustering (2/2)
  •  -k-means clustering methods
  •  -model-based clustering
  •  -multidimensional scaling 
12 05/10
Discrimination and classification (1/2)
  •  -introduction
13 05/17

Discrimination and classification (2/2)

  •  -evaluation of classification functions
  •  -classification with several populations
  •  -fisher's method for discriminating among several populations
14 05/24
Canonical correlation analysis (1/2)
  •  -introduction
  •  -canonical variates and canonical correlations
  •  -interpreting the population canonical variables
15 05/31
Canonical correlation analysis (2/2)
  •  -sample canonical variates and sample canonical correlations
  •  -sample descriptive measures of goodness-of-fit
  •  -proportions of explained sample variance
  •  -large sample inferences
16 6/07 Day-off
17 6/14 Final exam

 


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