ST3240 Multivariate Statistics

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est mini TPM for Unequal sigma

est mini TPM for equal-covariance Nor pop

11.6 Fisher Method for discriminating among several pop.

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Classification with Normal Population

Using Fisher's Discriminants to classify objects

Fisher's sample Linear Discriminats

PCA

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Interpretation Sample Principal Component

Standardizing Sample Principal Components

8.4 Graphing Principal Components

8.5 Large Sample Inference

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12.3 Hierarchical clustering Method

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12.4 Nonhierarchical clustering Method

K means method

PCA

8.1 Introduction

8.2 Population Principal Components

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Result 8.1 Cov matix, eigenvalue & eigenvector

Result 8.2 total variance of ith p.c. is trace

Result 8.3 correlation coefficients btw p.c.Yi & variable Xk

Result 8.4 P.C. from standardize variable Z

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Covariance Matrices with special structure (diagonal matrix)

Summarize sample variation by P.C.

Need to study again

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Number of Principal Component (how many ?)
scree plot

DA(Discrimination & classification)

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