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Study of Multivariate Normal Distribution and Generalised T²-Statistic

Mitra, Shouryya (2018) Study of Multivariate Normal Distribution and Generalised T²-Statistic. Masters thesis, Indian Institute of Science Education and Research Kolkata.

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    Abstract

    Multivariate Analysis is one of the important aspects of Data Analysis. During the thesis, I mainly focused on studying the concepts of Multivariate Normal Distribution. I studied about the conditional distribution and characteristic functions. Also, I learned about the estimators of mean and covariance parameters. My main focus was on the Generalized T²-Statistic. I derived the T²-Statistic and its distribution. Finally, some uses of T²-Statistics were studied.

    Item Type: Thesis (Masters)
    Additional Information: Supervisor: Prof. Asok Kumar Nanda
    Uncontrolled Keywords: Data Analysis; Multivariate Analysis; Multivariate Normal Distribution; T2-Statistics
    Subjects: Q Science > QA Mathematics
    Divisions: Department of Mathematics and Statistics
    Depositing User: IISER Kolkata Librarian
    Date Deposited: 28 Dec 2018 12:33
    Last Modified: 28 Dec 2018 12:33
    URI: http://eprints.iiserkol.ac.in/id/eprint/797

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