Multivariable Statistical Analysis
About the course
The course is included in the study program Mathematical Sciences - master. It may be taken independent of study program upon approval of the Department of mathematics and statistics. This course is also available for inbound exchange students.
The course builds on STA-2002 Theoretical Statistics and gives a thorough introduction to the multivariate normal distribution, as well as estimation of its parameters and related inference. This includes simultaneous inference for mean vectors, testing of general linear hypotheses and multiple linear regression analysis. Further, the course covers topics like principal component analysis, factor analysis and classification methods.
Admission requirements
Bachelor of science degree in statistics/mathematics or equal.
Application code is 9371.
Objectives of the course
The student shall
- obtain a thorough introduction to the multivariate normal distribution, as well as estimation of its parameters.
- obtain solid understanding of various areas in multivariable statistical analysis, such as the classification problem, testing of general linear hypotheses, principal component analysis, factor analysis and various regression techniques.
- be able to use these concepts to solve specific problems.
Prerequisites
Anbefalte forkunnskaper
STA-2002 Theoretical Statistics
Credit reduction
If you pass the examination in this course, you will get an reduction in credits (as stated below), if you previously have passed the following courses:
- S-311 Multivariate statistical analysis 10 ects
- STA-8002 Multivariable Statistical Analysis 10 ects
Teaching methods
Language of instruction and examination
The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.Information to incoming exchange students
This course is open for inbound exchange student who meets the admission requirements, including prerequisites. Please see the Admission requirements" and the "Prerequisite" sections for more information.
Do you have questions about this course? Please check the following website to contact the course coordinator for exchange students at the faculty: https://en.uit.no/education/art?p_document_id=510412
Examination
| Oral exam | Duration: 30 Minutes |
Grade: A–E, fail F |
To take an examination, the student must have passed the following coursework requirements
| Coursework | Grade: Approved – not approved |
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