ST811: Multivariate Statistical Analysis (5 ECTS)

STADS: 25002401

Level
Master's level course

Teaching period
The course is offered in the spring semester.

Teacher responsible
Email: hcpetersen@stat.sdu.dk

Timetable
There is no timetable available for the chosen semester.

Comment:
Ubegrænset deltagerantal. 3. kvartal. Fælles undervisning med ST514 Multivariat statistisk analyse.

Prerequisites:
None

Academic preconditions:
The content of one of the courses ST517 or ST520 is assumed to be known.

Course introduction
To gain knowledge about the fundamental ideas and methods for analyzing measurements on several variables. The participants will learn to implement and evaluate the methods using the statistical software R.

Expected learning outcome
At the end of the course the student is able to:

• reproduce key theoretical results concerning elementary operations on random variables and random vectors, and to apply these to simple theoretical assignments 
• work with the concepts and models, both in scalar and matrix/vector representation
• understand and identify problems that can be solved using multivariate techniques 
• perform a practical data analysis with the techniques from the course 
• perform programming relevant to the content of the course in the statistical package used in the course 
• identify and interpret relevant information in the output of the statistical package used in the course 
• summarize the results of an analysis in a statistical report.

Subject overview
Random vectors, the multivariate normal distribution, inference about a mean vector, comparison of several mean vectors, principal component analysis, discriminant analysis and classification.

Literature

Meddeles ved kursets start.

Website
This course uses e-learn (blackboard).

Prerequisites for participating in the exam
None

Assessment and marking:
Oral exam based on written assignments and a final written project. Written assignments, the project and the oral exam are evaluated together. Internal examiner, pass/fail. (5 ECTS)

Reexamination in the same exam period or immediately thereafter. The exam mode for the reexamination may differ from the ordinary exam.

Expected working hours
The teaching method is based on three phase model.
Intro phase: 28 hours
Skills training phase: 22 hours, hereof:
 - Tutorials: 12 hours
 - Laboratory exercises: 10 hours

Educational activities

Language
This course is taught in Danish or English, depending on the lecturer. However, if international students participate, the teaching language will always be English.

Remarks
the course is taught together with ST514.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.