UNLV Department of
Mathematical Sciences 

STA 715 Applied Multivariate Analysis 

Welcome to the course homepage for STA715. If you
are a student in this class you should check this site frequently for updated
information and announcement. 

I. Outline of the Course 

Instructor: Hokwon A. Cho, Ph.D., Associate
Professor, Office: CDC 1008 (Building #10, Room
1008), Office phone: 8950393 (Math. Sci. dept. office: 8953567), Email: cho@unlv.nevada.edu. Class Time and Location: Tu, Th
11:30am  12:45pm, BEH 221. Office Hours: Tu & Th:
2:30pm4:30pm or by appointment. Textbook: Applied Multivariate Statistical Analysis, 6th Edition by R. Johnson and D. Wichern. Prentice Hall, New Jersey. Description
of the Course: The main goal of this course is
to provide the conceptual foundations (theory) and their applications of the multivariate
statistical methods. Thus, the emphasis will be on understanding the
infrastructure of methodologies and computational techniques including data
analysis (using statistical software/packages). Several major topics covering
will be 1. Introduction to Basic Concepts and Background  Multivariate Data, Random Vectors, Graphical
Methods, Basic Matrix Algebra, Expectation, Sample Geometry and Random
Sampling. 2. Theory of Multivariate Normal
Distribution  Multivariate Normal, Sampling Distributions of
Sample Mean and Sample Variance, MLE, Asymptotics. 3. Inference on Mean Vectors 
Hotelling's T² statistic and Wishart distribution, Inferences on Mean Vector and
Likelihood Ratio Tests. 4. Analysis of Covariance Structures – Linear Regression Models, Principal
Components, Factor Analysis and Canonical Correlation Analysis. 5. Classification and Grouping Techniques
 Classification, Discrimination
Analysis, Clustering, Multidimensional Scaling, and some Selected Topics if
time permitted. Homework: There will be roughly weekly assignments will be given in
class (on a Tuesday) and expected to turn in on time. Some of them will be
discussed in class. Grading: The course grade is evaluated based upon the following
components: Homework & assignments  20%, Two tests (in class)  25%
each, Final Exam  30%. Exams: There will be two midterm exams most likely on 6th and 11th
week. The final exam is scheduled according to the university calendars and schedules. University
Academic Policies on the Academic Misconduct,
Copyright, Disability Resources Center (DRC), Tutoring, Writing Center, and
Religious Holidays: click the next è University
Academic Policies. 

II. Lecture,
Homework Schedule & Handout 

Ÿ To see the
list of reference and further reading, click next è [Reference & Further Reading] Ÿ To see the
lecture and homework schedule, click next è [Lecture & HW schedule] The
following item will be distributed in the class as lectures proceed (and
rarely posted). § Homework
& Solutions 

III. Bulletin Board 

Last
updated: 10:00 AM Mon. Aug. 22, 2016 All
exams/quizzes are closed book and notes. 1.
Welcome to STA 715. 2.
Lecture schedule will be
distributed in class. 

IV. Handouts, Data Sets & Other Resources 

Handouts: §
[MINITAB Quick
Reference] [Minitab
Basic 1] [Minitab Basic 2] Data Sets: You can download all data sets used in the text from
the textbook website.


o Statistical Software & Language:  R  SPlus  Minitab
 SAS/JMP  SPSS  STATA  BMDP
 o Search Journal Articles on Web: JSTOR  MathSciNet  Ingenta  CIS  Thomson  Wikipedia  Ø Journals:  Statistics  Probability  Related Journals  Mathematics
 Ø Societies:  IMS  ASA  IMS Bulletin  SIAM  AMS  MAA 
è More Link? 

© 20062017 Hokwon
Cho. 