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: Multinomial distribution

• Session 7 -- 10: Multivariate Normal distribution
   

Problem Sets

• CampusBite  

Codes and demos

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