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

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

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Inference on MV Mean Vector Small sample case One population case

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Inference on MV Mean Vector Large sample case

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Inference on MV Mean Vector Confidence interval Small sample Large sample

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Inference on MV Mean Vector Small sample case Two population case

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Inference on MV Mean Vector Small sample case

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Inference on MV Mean Vector Large sample case

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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

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MANOVA Wilks Lambda Distribution: When N is sufficiently large

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