ST514: Multivariate Statistical Analysis (5 ECTS)

STADS: 25001501

Level
Bachelor course

Teaching period
The course is offered in the spring semester.
3rd quarter

Teacher responsible
Email: hcpetersen@stat.sdu.dk

Timetable
Show entire timetable
Show personal time table for this course.

Prerequisites:
None

Academic preconditions:
The content of one of the courses ST501 or ST503 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:
a) Mandatory assignments. Internal evaluation by teacher, pass/fail. The assignments must be passed in order to take the oral exam.

b) Oral exam based on a project by the student. The project and the oral exam are graded together. Internal examiner, pass/fail.

Reexam after 4th quarter.
The re-exam may differ from the ordinary exam.

Date of exam
The ordinary exam takes place on March 23, 2012
The re-examination takes place on June 12, 2012

Expected working hours
The teaching method is based on three phase model.

Lectures: 28 hours
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.

Course enrollment
See deadline of enrolment.

Tuition fees for single courses
See fees for single courses.