Agenda of Week V Review of Week IV Inference on MV Mean Vector One population Two populations Multi-populations: MANOVA

Review of Week IV Random vector L.C. of random variables Multivariate normal distribution

Inference on MV Mean Vector Small sample case One population case

Inference on MV Mean Vector Large sample case

Inference on MV Mean Vector Confidence interval Small sample Large sample

Inference on MV Mean Vector Small sample case Two population case

Inference on MV Mean Vector Small sample case

Inference on MV Mean Vector Large sample case

MANOVA One-way MANOVA model Variation decomposition Total variation (T) df= N-1 Variation between Factors (B) df= k-1 Variation within Factors (W) df= N-k

MANOVA Wilks Lambda Distribution: When N is sufficiently large