Welcome to STAT 505!

About this Course

Welcome to the course notes for STAT 505: Applied Multivariate Statistical Analysis. These notes are designed and developed by Penn State's Department of Statistics and offered as open educational resources. These notes are free to use under Creative Commons license CC BY-NC 4.0.

This course is part of the Online Master of Applied Statistics program offered by Penn State's World Campus.

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If you are a current student in this course, please see Canvas for your syllabus, assignments, lesson videos and communication from your instructor.

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If you would like to enroll and experience the entire course for credit please see 'How to enroll in a course' on the World Campus website.

Course Overview Section

bivariate normal density plot

This is a graduate level 3-credit, asynchronous online course. In this course, we will examine a variety of statistical methods for multivariate data, including multivariate extensions of t-tests and analysis of variance, dimension reduction techniques such as principal component analysis, factor analysis, canonical correlation analysis, and classification and clustering methods.

Course Goals

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

  • Identify the need for multivariate statistical techniques
  • Recognize the appropriate multivariate method for a problem
  • Employ statistical software to conduct the appropriate analysis
  • Interpret results and make statistical inference