autumn 2023
STA-3002 Multivariable Statistical Analysis - 10 ECTS

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Type of course

The course is included in the study program Mathematical Sciences - master. It may be taken independent of study program upon approval of the Department of mathematics and statistics. This course is also available for inbound exchange students.

Admission requirements

Bachelor of science degree in statistics/mathematics or equal. Recommended prerequsites is STA-2002 Theoretical Statistics. Application code is 9371.

Course overlap

If you pass the examination in this course, you will get an reduction in credits (as stated below), if you previously have passed the following courses:

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

Course content

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 and related inference. This includes simultaneous inference for mean vectors, testing of general linear hypotheses and multiple linear regression analysis. Further, the course covers topics like principal component analysis, factor analysis and classification methods.

Recommended prerequisites

STA-2002 Theoretical Statistics

Objectives of the course

The student shall

  • obtain a thorough introduction to the multivariate normal distribution, as well as estimation of its parameters.
  • obtain solid understanding of various areas in multivariable statistical analysis, such as the classification problem, testing of general linear hypotheses, principal component analysis, factor analysis and various regression techniques.
  • be able to use these concepts to solve specific problems.

Language of instruction and examination

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.

Teaching methods

The course consists of approx. 40 hours of lectures and approx. 30 hours of coursework including submission of up to 4 mandatory assignments.

Information to incoming exchange students

This course is open for inbound exchange student who meets the admission requirements, including prerequisites. Please see the Admission requirements" and the "Prerequisite" sections for more information.

Do you have questions about this course? Please check the following website to contact the course coordinator for exchange students at the faculty: https://en.uit.no/education/art?p_document_id=510412

Examination

Examination: Duration: Grade scale:
Oral exam 30 Minutes A–E, fail F

Coursework requirements:

To take an examination, the student must have passed the following coursework requirements:
Coursework Approved – not approved
UiT Exams homepage

Re-sit examination

Students with valid grounds for absence will be offered a postponed examination early in the following semester.
  • About the course
  • Campus: Tromsø |
  • ECTS: 10
  • Course code: STA-3002
  • Earlier years and semesters for this topic