| TAMS55 | Multivariate Statistical Methods, 4,5 ECTS credits. /Multivariat analys/ |
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Area of Education: Science/Technology Subject area: Mathematics |
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| Advancement level
(A-D): C
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| Aim: The aim of the course is to give a broad knowledge of multivariate statistical methods with applications in economy and market research and to give the ability to analyse data by using statistical software, interpret the results and draw conclusions. |
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) TAMS15 and TAMS65 or similar courses. Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding. |
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| Supplementary courses: TEIM23 Industrial Market Research. |
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| Organisation: Teaching consists of lectures, lessons and obligatory computer lessons. |
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| Course contents: Random vectors and multivariate normal distribution. Linear transformations of random vectors. Distribution fo quadratic forms. Inferences about mean vectors; confidence regions and tests. Principal components analysis, factor analysis, discriminant analysis and cluster analysis. Canonical correlation. Other multivariate methods. Us of statistical software. |
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| Course literature: Manly, B.F.J.:Multivariate Statistical Methods. A Primer. 2:d ed. Compendium Danielsson, S, Grundläggande inferens vid multivariat normalfördelning and a compendium on multivariate methods. |
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| Examination: | |||
| Written examination |
3 p |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Per Gösta Andersson Link to the course homepage at the department Course Syllabus in Swedish |
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