Multivariate Statical Analysis Course Slides Notes
1. sample space & stats
1.1. important stats
1.1.1. sample mean
Def: sample mean
1.1.2. sample A
Def:
1.1.3. sample correlation
Def: sample correlation
1.1.4. sample coefficient
Def:
2. useful distributions
2.1. gaussian
Def: multi-Gaussian
Qua: single =>
2.1.1. distribution
Def: distribution
Qua: operation
Qua: operation
2.1.1.1. transformation
Qua: 1
Qua: 2
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2.1.2. special function
Def: expectation
Def: charc
2.1.3. independence
Theorem: of a vector
Corollary:
2.1.4. conditional
Def: conditional pdf
Corollary:
2.1.5. stats & estimations
2.1.5.1. stats
2.1.5.1.1. sample mean & variation
Theorem :
2.1.5.1.2. sample
2.1.5.2. estimations
Qua: =>
Theorem:
2.2. Wishart
Def:
2.2.1. distribution
2.2.1.1. tranformation
Qua:
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2.2.2. special function
Def:
2.3. \(T^2\)
Def:
2.3.1. distribution
2.3.1.1. transformation
Qua:
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2.4. Wilks
Def:
2.4.1. distribution
2.4.1.1. tranformation
Qua:
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3. parameter estimation
4. hypothesis test
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