The first 3/4 of the course will concentrate on "classical" multivariate analysis, i.e, distribution theory and statistical inference based on the multivariate normal distribution. The last 1/4 will cover special topics of interest to the instructor and/or requested by the class.

NTHU STAT 5191, 2010, Lecture Notes made by S.-W. Cheng (NTHU, Taiwan) p. 3-11 While real data are never exactly multivariate normal, the normal density is often a useful approximation to the “true” population distribution