This course focuses on the classical theory and methods of multivariate statistical analysis. Topics include distribution theory: multivariate normal distribution, Hotelling's T-square and Wishart distributions, inference on the mean and covariance, principal components and canonical correlation, factor analysis, discrimination and classification.

CILO-1: Explain and apply the correlation analysis and regression analysis in the field of multivariate statistical analysis. CILO-2: Use the technique of analysis of variance to solve real problems. CILO-3: Explain and apply the discriminant analysis and factor analysis. CILO-4: Apply the cluster analysis and multidimensional scaling to the real data sets.