Multivariate Analysis
- ECTS credits10
- Teaching semesterSpring, Autumn
- Course codeSTAT310
- Number of semesters1
- Language
English if English-speaking students attend the seminars, otherwise Norwegian
- Resources
Main content
Teaching semester
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.