MAT755-Spring2013-Syllabus
Instructor: Thomas John, Ph.D.
Carnegie 219A, 443-1587(office), 443-3849(message/math-dept), thjohn at syr dot edu.
Class: Tue & Thu 9:30 AM – 10:50 AM in Carnegie 311.
Office Hours: Tue & Thu 2:00-3:00 PM, and by appointment.
Text: Applied Multivariate Statistical Analysis, by Richard A. Johnson and Dean W. Wichern, 6th edition,
ISBN-13: 978-0-13-187715-3.
Course Description: (per course catalogue: Multivariate normal distribution, conditional densities, partial correlation, multiple correlation, regression coefficients, maximum likelihood estimates, Hotelling’s statistic, Wishart distribution, tests of hypotheses, and linear discriminant functions.)
Analysis of multivariate observations will be covered with equal emphasis on theory and examples. Course will begin with reviews of concepts needed from linear algebra and mathematical statistics. Then the course will proceed through important multivariate sampling distributions and multivariate inference procedures. The latter part of the semester will focus on applications of multivariate methods such as principal component analysis, factor analysis, clustering, and classification.
R statistical software (http://www.r-project.org) will be used for computations.
Category: 2013 Spring
2013 Spring — MAT 525 – Mathematical Statistics
MAT525-Spring2013-Syllabus
Section: M001(34156)
Instructor: Thomas John, Ph.D.
Carnegie 219A, 443-1587(office), 443-3849(message/math-dept), thjohn at syr dot edu
Class: Tue & Thu 12:30 PM – 1:50 PM in Carnegie 313
Office Hours: Tue & Thu 2:00-3:00 PM, and by appointment
Text: Probability and Statistics, 4th Ed, by DeGroot and Schervish, ISBN-13: 9780321500465.
Course Description:
(per course catalogue: Estimation and confidence intervals. Normal distribution and central limit theorem. Testing hypotheses, chi-square, t, and F distributions. Least squares, regression, and correlation.)
Contents in Chapters 5 through 9 of DeGroot and Schervish will be covered (see course schedule for specific sections).