autumn 2018

STA-3002 Multivariable Statistical Analysis - 10 stp

Sist endret: 10.12.2018

The course is administrated by

Faculty of Science and Technology

Studiested

Tromsø |

Application deadline

Applicants from Nordic countries: 1 June for the autumn semester and 1 December for the spring semester. Applicants from outside the Nordic countries: 1 October for the spring semester and 15 April for the autumn semester.

Type of course

The course is mandatory in the study program Statistics - master. It may be taken independent of study program upon approval of the Department of mathematics and statistics.

Admission requirements

Bachelor of science degree in statistics/mathematics or equal. Recommended prerequsites is STA-2002 Theoretical Statistics. Application code is 9371.

Course contents

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. The rest of the course gives a presentation of various areas in multivariable statistical analysis, such as the classification problem, testing of general linear hypotheses, principal component analysis, canonical correlation and factor analysis.

Recommended prerequisites

STA-2002 Theoretical Statistics

Objective 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 concrete problems.

Language of instruction

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.

Teaching methods

Lectures: 40 h
Coursework: 30 h

Assessment

One oral exam counting 100%.

Assessment scale: Letter grades A-F.

Coursework requirements
A passing grade is required on the mandatory homework sets for permission to take the exam.

Schedule

Course overlap

S-311 Multivariate statistical analysis 10 stp
STA-8002 Multivariable Statistical Analysis 10 stp

Recommended reading/syllabus

Available on request
Lectures Autumn 2018
First attendance: Thu 23th Aug, 12:15, Room A228, Realfagbygget
Lectures f.aman. Sigrunn Holbek Sørbye


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