GS 684: Applied Multivariate Statistical Analysis in Geology

Syllabus​

(Pre-requisite: GS 509 or equivalent)
Introduction to multivariate data, organization of data, descriptive statistics, matrix algebra and random vectors, mean vectors and covariance matrices. Cauchy-Schwarz inequality, extended Cauchy-Schwarz inequality and maximization of quadratic forms.
Sample geometry and random sampling. Multivariate Normal Distribution. Multivariate Sampling Distributions, MANOVA. Multivariate Linear Regression.
Principal Components, factor analysis, Canonical Correlation, Discrimination and Classification, Cluster Analysis.

Texts/References

  • Johnson, R.A. and Wichern, D.W. Applied Multivariate Statistical Analysis, Prentice Hall India, New Delhi, 1992
  • Davis, J.C. Statistics and Data Analysis in Geology, John Wiley & Sons, New York, 1986
  • Morrison, D.F. Multivariate Statistical Methods, McGraw-Hill, New Jersey, 1967
  • Cooley, W.W. and Lohnes, P.R., 1971. Multivariate Data Analysis, John Wiley & Sons, New York, 1971
  • Bernard, F. First Course in Multivariate Statistics, Springer-Verlag, New York, 1997
  • Hair, J.F., Anderson, R.E., Tatham, R.L. and Black, W.C. Multivariate Data analysis, 5th Edition, Pearson Education, Delhi, 2003