MATH 3570-01: Multivariate Analysis (01/20/2012 to 05/14/2012)
Instructor: Rongdean Chen
E-mail: [email protected]
Class time: Tuesday 7:30 P.M – 10:15 P.M
Class location: B206
Office hour: by appointment (732)652-6472
Homework posted on: www.kean.edu/~rchen
Text books:
Applied
Multivariate Statistical Analysis, 6/E
Richard
A. Johnson
Dean
W. Wichern
ISBN-13:
9780131877153
Tools you may need: SAS
Tentative Schedule:
The following is a general guide for topics covered. Class content, pace and depth will be affected by students needs and understanding of the material presented.
Chapter |
Topic |
1 |
Introduction and software review Background and skills that you need to help you |
2 |
Matrix Algebra and Random Vectors Some Basics of Matrix and Vector Algebra |
3 |
Sample Geometry and Random Sampling Random Samples and the Expected Values of the Sample Mean and Covariance Matrix. |
4 |
The Multivariate Normal Distribution. The Multivariate Normal Density and Its Properties. Maximum Likelihood Estimation Assessing the Assumption of Normality. Detecting Outliners and Data Cleaning.
|
5 |
Hotelling's T 2 and Likelihood Ratio Tests |
6 |
Comparisons of Several Multivariate Means Repeated Measures Design One-Way MANOVA Simultaneous Confidence Intervals for Treatment Effects |
8 |
Principal Components.
|
Homework assignments:
Homework assignments will be given during the semester to ensure that the students are following the presented topics.
Homework assignments may be required to be handed in for grading. It will be announced during the class.
Homework Assignments 25%
2 quizzes=2x15%
Midterm Exam 20%
Final Exam 25%
There will be no make-up tests.
This means that you have to make efforts to participate the classes/quizzes/exams.
In the event of an emergency, a copy of a police report, doctor’s note, etc. is required. Then the re-weight of your grading will be considered.
To contact me, send an e-mail to [email protected] Responses may not be immediate. Please start the subject line of the e-mail with “Math 3570:” to help me prioritize your e-mails.
Important dates:
Last day to withdraw with 100% refund Jan. 26, 2012
Last day to withdraw with 75% refund Feb. 02, 2012
Last day to withdraw with a 50% refund Feb. 09, 2012
Last day to declare a course as an audit Feb. 09, 2012
Last day to withdraw with “W” grade (0% refund) Mar. 18, 2012
Spring recess Mar. 19, 2012 – Mar. 25, 2012 (No classes)
Class schedule:
January 24, 31
February 7, 14(Quiz 1), 21 28
March 6 (Midterm exam), 13, 27
April 3, 10(Quiz 2), 17, 24
May 1, 8 (final exam)
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Tags: rongdean, (01202012, 357001, analysis, 05142012), instructor, multivariate