Multivariate Analysis — Final Exam Question

BSc final exam question paper for STAT-403 Multivariate Analysis (60 marks, 3 hours). The paper has 8 questions, and students answer any five, each worth 12 marks. It covers the topics below:

Basics of multivariate analysis, distance measures, and the mean vector, covariance and correlation matrices
Matrix algebra: eigenvalues, eigenvectors, spectral decomposition and matrix inverse
Multivariate normal distribution: derivation and characteristic function
Hotelling’s T² and the likelihood ratio test
MANOVA, multivariate regression and profile analysis
Principal component analysis (PCA)
Factor analysis and factor scores
Canonical correlation analysis

This is a useful practice paper for BSc and Honours statistics students preparing for exams.