Home

Education

Postgraduate course

Multivariate Analysis

  • ECTS credits10
  • Teaching semesterSpring, Autumn
  • Course codeSTAT310
  • Number of semesters1
  • Language

    English if English-speaking students attend the seminars, otherwise Norwegian

  • Resources

Semester of Instruction

Irregular

Objectives and Content

The course contains descriptive multivariate statistics, multivariate distribution theory such as the multinormal and the Wishart distribution. Furthermore, it contains multivariate t-tests, simultaneous confidence intervals, multivariate regression, principal components and factor analysis. In addition discriminant analysis, cluster analysis and correspondence analysis are mentioned. Finally, the spectral and singular value decomposition is discussed.

Learning Outcomes

The course gives an introduction to multivariate statistics with the emphasis on practical applications. The students get experience in using important methods through exercises with the software package S-plus.

Recommended Previous Knowledge

MAT121 Linear Algebra, STAT101 Elementary Statistics or STAT110 Basic Course in Statistics, and STAT210 Theory of Statistical Inference

Forms of Assessment

Oral examination

Grading Scale

The grading scale used is A to F. Grade A is the highest passing grade in the grading scale, grade F is a fail.

Exam information

  • Type of assessment: Oral examination

    Withdrawal deadline
    01.11.2017