MULTIVARIATE ANALYSIS

Major Paper No. of Hours/week: 6

Credits: 4

Unit 1: Generalized T2-statistic - Likelihood ratio tests - distribution of T2-statistic - invariant

property - Uses of T2-statistic - single sample, two sample and q sample problems - Problem of
symmetry - Beheren - Fisher problem - Test for equality of sub- vectors – Profile analysis -
Mabalanobis D2-statistic - Multivariate analysis of variance - one-way analysis.

Unit 2: Wishart matrix distribution (without proof) and its properties - Inferences from
covariance matrices - Testing hypothesis for single covariance matrix - Testing the equality of
covariance matrices - Testing the independence of sets of variables - Testing equality of several
normal populations.

Unit 3: Classification problem - Standards of good classification - Procedures of classification

into one of two populations with known probability distributions - Evaluation of classification
function - Fisher's linear discriminant functions - Determination of error rates by confusion
matrix.

Cluster analysis – Distance and similarity measures - Hierarchical clustering techniques :

Agglomerative techniques - Single linkage, complete linkage, average linkage methods –
Partitioning method : K-means method.

Unit 4: Principal component analysis - Extraction of components - Properties and characteristics

of components - Total variation, relative importance, hypothesis test on components -
Standardization of variables and components special covariance structures.

Correspondence analysis - Eigen value approach to obtain a simultaneous object and variable
ordinations.

Unit 5: Canonical correlation analysis - Extraction of canonical correlations and their variable -
Testing the significance of canonical correlation - Interpretation of canonical variables.

Multiple regression analysis - Detection and correction of multi-collinearity problems using

principal component method - Fitting of regression equations with qualitative variables as
repressors - Logistic regression.

Books for Study:

1. Anderson, T. W (1984), An Introduction to Multivariate Statistical Analysis, John

Wiley and Sons (Chapters 5 to 7, 9 to 12).
2. Johnson, R. A and Witchern, D. W (1992), Applied Multivariate Statistical Methods,
Prentice-Hall of India Ltd (for Units 1, 3, 4 and 5).
3. Luding, J. A and Reynods, J. F (1988), Statistical Ecology – A Premier on Methods on
Computing, John Wiley & Sons. (for Correspondence Analysis only)

Books for References:

1. Giri, N. C (1977), Multivariate Statistical Inference, Academic Press.
2. Morrison, D. F (1976), Multivariate Statistical Methods, 2nd edition, McGraw Hill.

3. Rao, C. R (1973), Linear Statistical Inference and its Applications, 2nd edition, John
Wiley.