Here is a list of practice problems. The problem numbers refer to the 6th edition of Applied Multivariate Statistical Analysis by Johnson & Wichern. A copy has been put on course reserve through the Science Library.
Chapter 3–Sample Geometry and Random Sampling
3.8, 3.9, 3.10, 3.14, 3.15, 3.17
Chapter 4–The Multivariate Normal Distribution
4.3, 4.4, 4.4, 4.5, 4.6, 4.7, 4.8, 4.16, 4.18, 4.19, 4.21, 4.22
Chapter 5–Inferences about a Mean Vector
5.1, 5.6, 5.9 (a, c, e), 5.18, 5.30
Chapter 6–Comparisons of Several Multivariate Means
6.1, 6.2, 6.3, 6.4, 6.8 (except c), 6.17, 6.9, 6.22
Chapter 7–Multivariate Linear Regression Models
7.9, 7.21, 7.22, 7.25, 7.26
Chapter 8–Principal Components
8.1, 8.2 (except c), 8.9, 8.10, 8.13 (except d)