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