Introduction to Multivariate Statistical Analysis

Undergraduate course, IE-2001280, 2023


  • This course will develop the statistical concepts within a multivariate framework.
  • This course can be especially useful for analyzing complex data sets.
  • We will also study various multivariate statistical applications widely used for engineering. The popular R statistical language or Rstudio will be handled in this class.


Upon successful completion of this course, students will be able to:

  1. Understand basic concepts on multivariate statistics theories.
  2. Understand basics on R language (
  3. Understand geometry of the sample, generalized variance.a
  4. Understand multivariate normal distribution.
  5. Understand inferences about a mean vector.
  6. Understand multivariate linear regression models.
  7. Understand principal components.
  8. Understand factor analysis.
  9. Understand canonical correlation analysis.
  10. Understand discrimination and classification, etc.