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Multivariate

statisticsmatt via YouTube

Overview

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This course develops multivariate statistical methods, including multivariate tests, normal distributions, confidence regions, quadratic forms, discriminant analysis, and principal components. It also uses R for probability calculations, testing, and power and sample-size analysis.

Syllabus

A Simple Multivariate Test for One Sided Alternatives.
The Multivariate Sign Test.
Probability of 1st Quadrant for a Scaled Bivariate Normal Random Variable.
Using R: Calculating Probability for a Bivariate Normal Random Variable.
Using R: The Multivariate Sign Test.
Power and Sample Size in R: Multivariate Sign Test.
Statistical Distance.
A Square-Root Matrix.
Extended Cauchy-Schwarz Inequality.
Linear Discriminant Analysis.
Distribution of Quadratic Forms (part 1).
Distribution of Quadratic Forms (part 2).
Distribution of Quadratic Forms (part 3).
Gaussian Integrals.
Spherical Coordinates.
Multivariate Normal Random Variable transformed to a Multivariate Uniform Random Variable.
Rotational Invariance.
(1-a)% Confidence Region for a multivariate mean vector when the data are multivariate normal.
Multivariate Descriptive Statistics.
Multivariate Normal Distribution as an approximation to the Multinomial Distribution.
Testing all Treatments Arms against a Control Arm using Follmann's Test.
Dose Escalation Hypotheses Testing using Follmann's Test.
Using R to test multivariate ordered alternatives with Follmann's test.
Cov(y1, y2)=0 if and only if (y1 independent of y2).
Random Vectors and Random Matrices.
Principal Components (part 1): Background.
Principal Components (part 2): Derivation.
Principal Components (part 3): "Explained" Variance.
Principal Components (part 4): Correlation.

Taught by

statisticsmatt

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