University of Technology Sydney

37459 Multivariate Data Analysis

Requisite(s): (35353 Regression Analysis OR 37252 Regression and Linear Models OR 36103 Statistical Thinking for Data Science) AND (35212 Computational Linear Algebra OR 37233 Linear Algebra)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 35457 Multivariate Statistics


This subject is about multivariate statistical analysis. This is important in situations where data on more than one variable is available. Topics covered include: visualisation of multivariate data, the multivariate normal distribution, inferences about a mean or about a variance in the multivariate case, hypothesis tests and confidence intervals in multivariate case, multivariate regression, multivariate version of analysis of variance (MANOVA), principal component analysis, factor analysis, canonical correlation analysis, discrimination and classification, clustering and data in high dimensions.

Detailed subject description.

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