In this program
- Random vectors and mean vectors
- Covariance and correlation matrices
- Multivariate normal distribution: properties
- Hotelling's T² test
- Wishart distribution (introduction)
Multivariate distributions
Multivariate normal distribution: properties
Multivariate statistics · Standard syllabus
Topic
Multivariate normal distribution: properties
Undergraduate Multivariate statistics — outline derived from course README sections and typical US statistics syllabi (OpenIntro / standard OER where applicable).