| TAMS26 | Multivariate Statistical Methods, 6 ECTS credits. /Multivariat analys/ |
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Prel. scheduled
hours: 40 |
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Area of Education: Science Subject area: Mathematics |
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| Advancement level
(G1, G2, A): A
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| Aim: This course intends to provide an introduction to multivariate statistical analysis methods applied to the fields of economics, engineering and science. Using statistical software the course furthermore provides ability to analyse data, interpret and scrutinize results and finally draw conclusions from the analyses. After completing the course the student should be able to:
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| Prerequisites: (valid for students admitted to programmes within which the course is offered) Mathematical Stastistics 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. The course continues the entire semester, |
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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. 3:rd ed. Compendium Danielsson, S, Grundläggande inferens vid multivariat normalfördelning. |
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| Examination: | ||||
| Written examination Laboratory work and hand in assignments/project |
2,5 p 1,5 p |
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4 ECTS 2 ECTS |
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Course language is Swedish. Department offering the course: MAI. Director of Studies: Eva Enqvist Examiner: Per Gösta Andersson Course Syllabus in Swedish |
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