STA-3002 Multivariable Statistical Analysis - 10 stp

Fakultet for naturvitenskap og teknologi

The course is mandatory in the Master's degree program in statistics and is included in the Master's degree program in industrial mathematics. It may be taken independent of study program upon approval of the Department of mathematics and statistics.

STA-2002 Theoretical Statistics

The course builds on STA-2002 Theoretical statistics and gives a thorough introduction to the multivariate normal distribution, as well as estimation of its parameters. The rest of the course gives a presentation of various areas in multivariable statistical analysis, such as the classification problem, testing of general linear hypotheses, principal component analysis, canonical correlation and factor analysis.

The language of instruction and the syllabus is English. Examination questions will be given in English, but may be answered either in English or a Scandinavian language.

Lectures: 40 h
Coursework: 30 h

Oral exam. Letter grades (A-F).

Coursework requirements
A passing grade is required on the mandatory homework sets for permission to take the exam.

S-311 ects Multivariate statistical analysis ects 10 ects
STA-8002 ects Multivariable Statistical Analysis ects 10 ects

Available on request