多變量統計分析 hung chen department of mathematics national taiwan university...
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多變量統計分析
Hung Chen
Department of Mathematics
National Taiwan University
2/19/2008
https: ceiba.ntu.edu.tw?
課程大綱 • Matrix Algebra and Random Vectors
• Multivariate Normal Distribution
– Random sample
– Inference About a Mean Vector
– Likelihood Ratio Tests, Confidence Regions
• Comparisons of Several Multivariate Means
• Principal component Analysis
• Factor Analysis
• Canonical Correlation Analysis
• Discrimination and Classification
• Clustering
課程基本資訊 • 時間 : 星期二 9:10~10:00 星期四 11:20~13:10• 地點 : 星期二新 504; 星期四 新 501• 課程網址 : https://ceiba.ntu.edu.tw/962msi/ • 預備知識 : Calculus, Probability (convergence concept & proof) a
nd Math. Stat. (at least at the level of Rice’s book Mathematical Statistics and Data Analysis). Linear algebra.
• 課程目標 : –Learn basic techniques for analysis of multi-dimensional data. –Study multivariate distributions, especially Gaussian distributio
n.–Understand multivariate statistical inference and applications su
ch as discriminant analysis and cluster analysis. –Discuss various methods for dimension reduction, including pri
ncipal component analysis, factor analysis, Canonical Correlation Analysis, etc.
課程基本資訊 • 教科書 : Johnson, R.A. and Wichern, D.W. (2007) Applied Multi
variate Statistical Analysis. Pearson Prentice Hall. • 評量方式 :
–Homework 30%. –Midterm 35%.–Final 35%.
• 面談時間 :– 星期二 15:20-16:20 及 待定
• 課程助教林曉薇 ([email protected] )
Objective: Dimension Reduction
• http://www.r-project.org/• 程式套件 : 安裝或載入• Flury• data(swiss.heads)• swiss.heads• ?swiss.heads• pairs(swiss.heads) • Principal Components Analysis
–Princomp–analysis<- princomp(~ ., data = swiss.heads, cor = FALSE)–screeplot(analysis)– screeplot(analysis, npcs=24, type="lines")
Example 1.2
pairs(swiss.heads)
Example 1.1 Scatterplot of midge data
Iris Data Set
data(irisf)pairs(irisf[,-1])
Example 1.3 Wing length of Water Pipits
