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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PDF (MS dissertation of Shouryya Mitra (13MS028))
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Official URL: https://www.iiserkol.ac.in
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 07:03 |
| Last Modified: | 28 Dec 2018 07:03 |
| URI: | http://eprints.iiserkol.ac.in/id/eprint/797 |
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