Multivariate Statistical Analysis
Syllabus, Master's level, 2ST112
- Code
- 2ST112
- Education cycle
- Second cycle
- Main field(s) of study and in-depth level
- Statistics A1F
- Grading system
- Pass with distinction (VG), Pass (G), Fail (U)
- Finalised by
- The Department Board, 9 June 2011
- Responsible department
- Department of Statistics
Entry requirements
30 credits in statistics at Master's level
Learning outcomes
After completing the course the student is expected to
- know and be able to use multivariate statistical methods
- know to the underlying theory of multivariate statistical methods
Content
Multivariate distributions. Estimation. Hypothesis tests. Multivariate regression analysis. Component analysis. Factor analysis. Canonical correlation. Discriminant analysis. Multivariate variance analysis. Cluster analysis
Instruction
Teaching can be given in the form of lectures, calculation exercises and computer exercises.
Assessment
The examination takes place partly through a written examination at the end of the course and/or through presentation orally and in written form of compulsory assignments.
Other regulations
The course is included in the Master's programme in statistics.