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Agenda of Week V

Agenda of Week V. Review of Week IV Inference on MV Mean Vector One population Two populations Multi-populations: MANOVA. Review of Week IV. Random vector L.C. of random variables Multivariate normal distribution. Inference on MV Mean Vector. One population case. Small sample case.

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Agenda of Week V

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  1. Agenda of Week V • Review of Week IV • Inference on MV Mean Vector • One population • Two populations • Multi-populations: MANOVA

  2. Review of Week IV • Random vector • L.C. of random variables • Multivariate normal distribution

  3. Inference on MV Mean Vector One population case • Small sample case

  4. Inference on MV Mean Vector • Large sample case

  5. Inference on MV Mean Vector • Confidence interval Small sample Large sample

  6. Inference on MV Mean Vector Two population case • Small sample case 인 경우

  7. Inference on MV Mean Vector • Small sample case 인 경우

  8. Inference on MV Mean Vector • Large sample case

  9. MANOVA One-way MANOVA model Variation decomposition Total variation (T) df= N-1 Variation between Factors (B) df= k-1 Variation within Factors (W) df= N-k

  10. MANOVA Wilks Lambda Distribution: When N is sufficiently large

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