Winter Quarter 2008

MWF, 1:15 PM - 2:05 PM

Redwood Hall, Room G19

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Course Overview:

 

The lectures will be based on Prof. Efron's notes, which will be divided into three parts (A, B, C [all posted]).  Copies of the notes will be distributed to the class.  The two recommended texts,

 

* Anderson:  "An Introduction to Multivariate Statistical Analysis",

* Mardia, Kent, and Bibby:  "Multivariate Analysis",

 

contain much more material, as well as the technical derivations which will mainly be avoided. Either one makes an excellent reference for your future work.

 

 

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Grading, Assignments, and Final Exam:

 

This course is available for letter grade or Pass-Fail grading, and auditors are welcome.  During each lecture Prof. Efron will suggest homework problems that are designed to help you incorporate the class material. Every three weeks, you will be asked to turn in a few of the homework problems.  Students are encouraged to work together on the homeworks. There will be a standard in-class final exam.

• Homework Set #1 (all from Section A of the Course Notes):  (due in class on Monday, February 4, 2008) 1.4, 2.3, 2.7, 3.2, 3.5, 3.6, 3.10, 4.3, 4.3.1/2, 4.10
• [Solutions to HW1]
• Homework Set #2 (all from Section B of the Course Notes):  (due in class on Friday, February 29, 2008) 1.5, 1.7, 1.9, 1.11, 2.3, 3.8, 4.6 (prostdata), 4.8, 4.9
• [Solutions to HW2] [now posted]

The final exam [solutions now posted here] will be open notes and homework, but no computers are allowed.  The time slots are:

• Monday, March 17, 2008:  5:15 PM to 8:15 PM in Sequoia Hall 206
• Friday, March 21, 2008:  8:30 AM to 11:30 AM in Redwood Hall G19 (same classroom)

Data Sets:

scordata (page A4.15 of the Course Notes)

prostdata (pages B1.18-B1.20 of the Course Notes)