Høst 2025

STA-8002 Multivariable Statistical Analysis - 10 stp

The course is administrated by

Institutt for matematikk og statistikk

Type of 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

Course overlap

S-311 Multivariate statistical analysis 10 ects

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 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.

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 specific problems.

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

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

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