## EC457 Statistical Analysis

### Course Name:

EC457 Statistical Analysis

### Programme:

### Category:

### Credits (L-T-P):

### Content:

Preliminaries on matrix theory and probability distributions. Sampling theory: random samples, sampling distribution, statistical inference, estimation of mean and variances, hypothesis testing, statistical tests, goodness of fit. Data analysis: correlation and regression, simple linear regression, multiple linear regressions, logistic regression, nonlinear regression. The Multivariate Normal Distribution, Estimation of the Mean Vector and the Covariance Matrix, The Distributions and Uses of Sample Correlation Coefficients, The Generalized T2-Statistic, Classification of Observations, The Distribution of the Sample Covariance Matrix and the Sample Generalized Variance, Testing the General Linear Hypothesis: Multivariate Analysis of Variance, Testing Independence of Sets of Variates, Testing Hypotheses of Equality of Covariance Matrices and Equality of Mean Vectors and Covariance Matrices, Principal Components, Canonical Correlations and Canonical Variables, The Distributions of Characteristic Roots and Vectors, Factor Analysis, Pattern of Dependence, Graphical Models.