ST514: Multivariate Statistical Analysis
Comment
Entry requirements
Academic preconditions
- Have skills in statistics corresponding to ST520 Applied statistics or ST521 Mathematical statistics, and calculus corresponding to one of the calculus courses on the first year on the study programmes at the Faculty of Science, SDU.
- Be able to use the statistical software R.
- A full first year in Science or an equivalent study programme.
Course introduction
- Give the competence to evaluate and choose between different methods for the analysis of multivariate data sets.
- Give skills to perform analyses of multivariate data sets using the statistical software R.
- Give knowledge and understanding of the fundamental ideas and methods for analyzing measurements on several variables.
Expected learning outcome
The learning objective of the course is that the student demonstrates the ability to:
- Reproduce key theoretical results concerning elementary operations on random variables and random vectors.
- 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.
Content
- random vectors
- the multivariate normal distribution
- inference about a mean vector
- comparison of several mean vectors
- principal component analysis
- discriminant analysis and classification
Literature
Examination regulations
Exam element a)
Timing
Tests
Poerfolio exam
EKA
Assessment
Grading
Identification
Language
Duration
Examination aids
Written exam: All common aids are allowed e.g. books, notes, computer programmes which do not use internet etc.
Internet is not allowed during the exam. However, you may visit system DE-Digital Exam when answering the multiple-choice questions. If you wish to use course materials from itslearning, you must download the materials to your computer the day before the exam. During the exam itslearning is not allowed.
ECTS value
Additional information
Indicative number of lessons
Teaching Method
These teaching activities are reflected in an estimated allocation of the workload of an average student as follows:
- Intro phase (lectures) - 20 hours
- Training phase: 20 hours,
In the intro phase a modified version of the classical lecture is employed, where the terms and concepts of the topic are presented, from theory as well as from examples based on actual data. In these hours there is room for questions and discussions. In the training phase the students work with data-based problems and discussion topics, related to the content of the previous lectures in the intro phase. In these hours there is a possibility of working specifically with selected difficult concepts. In the study phase the students work independently with problems and the understanding of the terms and concepts of the topic. Questions from the study phase can afterwards be presented in either the intro phase hours aor the study phase hours.
Educational activities
- Work on problems not covered in the training phase.
- Discussion of the concepts and terms of the topic.
Teacher responsible
Additional teachers
Name | Department | City | |
---|---|---|---|
Christian Damsgaard Jørgensen | chdj@sdu.dk | Institut for Matematik og Datalogi |