Syllabus: 

1. Multivariate Analysis

   • • Distributions: Non-central χ 2 , t & F distributions – definitions and selected properties. Distribution of quadratic forms – Cochran’s theorem. 

     • Sampling from Multivariate normal distribution – independence of sample mean vector and variance-covariance matrix. Wishart distribution. Distributions of partial and multiple correlation coefficients and regression coefficients, Hotelling T2 and Mahalanobis D2 application in testing and confidence set construction. 

     • Multivariate linear model: estimation of parameters, tests of linear hypotheses 

     • Multivariate Analysis of variance of one- and two-way classified data, simultaneous confidence intervals, Multivariate Analysis of Covariance.

2. Applied Multivariate Analysis

   • • Clustering: Hierarchical clustering for continuous and categorical data- different choices of proximity measures, Agglomerative and Divisive algorithms, K-means clustering optimum choice of the number of clusters. 

     • Classification and discrimination procedures: Discrimination between two known populations – Bayes, Minimax and Likelihood Ratio procedures. Discrimination between two multivariate normal populations. Sample discriminant function. Likelihood ratio rule. Probabilities of misclassification and their estimation. Classification of several populations. Fisher’s method for discriminating among several populations. 

     • Principal Component Analysis: Population and sample Principal components and their uses. Plotting techniques 

     • Factor Analysis: The orthogonal factor model, Estimation of factor loading, Factor rotation, Estimation of Factor scores, Interpretation of Factor Analysis.

Guide: Saikat Kar (Feel free to connect)

Duration: 2.5 months (15 - 18 classes)

Time: 7:00 PM - 9:00 PM IST (Preferable)

Fees: INR 1250 INR 200 - 300 per hour*

Registration Link: click here 

Note:

• Course is customizable in certain extent

• *Fees is negotiable based on batch size. Conditions applied.

• 75% Attendance is mandatory for all. Who will not attend he/she need to check the recording and can clear doubts in next class.

• We will provide certificate if you are able to pass the final assessment with 80% marks.

• For more details drop a mail to given mail id by keeping the subject line as Query_ACS_102. Please expect a response within 24 hours.