Multivariate Statistics

This is the course webpage for the course 'Multivariate Statistics', IPM 2025-30 batch

Classwork

• Session 1: Multiple random variables and multivariate data

• Session 2: Visualization of multivariate data

• Session 3: Geometry of covariance matrix

• Session 4: Random vectors

• Session 5: Problem solving session

• Session 6 -- 7: Multinomial distribution

• Session 8 -- 10: Multivariate Normal distribution
   

Problem Sets

• CampusBite  

Codes and demos

• App demo: Multivariate Geometry -- Whitening transformation and Mahalanobis distance

Midterm examination

• Syllabus: Everything covered till Session 10

• One A4-size (both sides) 'cheat sheet' is allowed; write your name, Roll no., and Section clearly on both sides of the sheet; submit the sheet along with your answer script.

• Old MVS 2025 Midterm [Question paper] [Solutions]