Course code: STA-8002

Multivariable Statistical Analysis

Campus Tromsø
Semester / Year Autumn 2025
Level Doktorgrad
Credits 10

About the course

The course is included in the program PHD in science.It may be taken as a singular course and 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. In addition, the students will give a presentation of an assigned advanced topic related to multivariate analysis.

Admission requirements

PhD students or holders of a Norwegian master´s degree in Sceince of five years or 3+ 2 years (or equivalent) may apply. In your educational background you need statistical courses of at least 30 ECTS credits which includes a thorough discussion of statistical methods and principles.

PhD students from other universities must upload a document from their home institution stating that they are registered PhD students. This group of applicants does not have to prove English proficiency and are exempt from semester fee.

Holders of a Master´s degree must upload a Master´s Diploma with Diploma Supplement / English translation of the diploma. Applicants from listed countries must document proficiency in English. For more information on accepted English proficiency tests and scores, as well as exemptions from the English proficiency tests, please see the following document:

Proficiency in english - PhD level studies

PhD students at UiT The Arctic University of Norway register for the course through StudentWeb.

External applicants apply for admission through SøknadsWeb.

All external applicants have to attach a confirmation of their status as a PhD student from their home institution. Students who hold a Master of Science degree, but are not yet enrolled as a PhD-student have to attach a copy of their master's degree diploma. These students are also required to pay the semester fee.

More information regarding PhD courses at the Faculty of Science and Technology is found here.

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.
  • be able to explain and present an advanced topic related to multivariate analysis.

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:

  • STA-3002 Multivariable Statistical Analysis 10 ects
  • S-311 Multivariate statistical analysis 10 ects

Teaching methods

The course consists of approx. 40 hours of lectures and approx. 30 hours of coursework.

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

Exams
Oral exam Duration: 30 Minutes Grade:
A–E, fail F
Coursework requirements

To take an examination, the student must have passed the following coursework requirements

Coursework Grade:
Approved – not approved

Everything you need to know about before, during, and after the exam; registration, absence, appeals, and diplomas: UiT Exams homepage

More info about the coursework requirements

Submission of up to 4 mandatory assignments, one of them including the assigned topic and presentation.

Re-sit examination

A re-sit exam will not be held.

Previous years and semesters

Kontakt oss

Responsible unit: Institutt for matematikk og statistikk
Georg Elvebakk.jpg
Førsteamanuensis
georg.elvebakk@uit.no
Rådgiver
line.s.karlsholm@uit.no