MATH 357001 MULTIVARIATE ANALYSIS (01202012 TO 05142012) INSTRUCTOR RONGDEAN

MATH 357001 MULTIVARIATE ANALYSIS (01202012 TO 05142012) INSTRUCTOR RONGDEAN






Web Page Basics (1 class)

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.



Grading:

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.

Contact information:

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