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Courses in Mathematics and Statistics Level 1 Modules Level 2 Modules Level 3 Modules Level 4 Modules Level 5 Modules Honours timetable 2011/2012 Sem. 1 2011/2012 Sem. 2 2012/2013 Sem. 1 & Sem. 2 2013/2014 Sem. 1 & Sem. 2

MT4609 MULTIVARIATE ANALYSIS Aims To introduce students to the ideas and techniques of multivariate statistical analysis. Objectives By the end of the course students are expected to be able to - reproduce the underlying theory; - estimate parameters and carry out appropriate tests; - perform and interpret appropriate analyses using the statistical package R. Syllabus Mean vectors, covariance matrices, correlation matrices; basic properties of multivariate normal distributions; checking multivariate normality; the likelihood ratio and union-intersection principles for constructing multivariate tests; the one-sample and two-sample Hotelling's T2 tests; tests on covariance matrices, tests of independence; linear discriminant analysis; principal components analysis; canonical correlation. Textbooks Multivariate Statistical Methods: D F Morrison; Thomson/Brooks/Cole; (4th edition) 2005. Applied Multivariate Analysis: R A Johnson & D W Wichern; Prentice-Hall; (6th edition) 2007; Multivariate Analysis: K V Mardia, J T Kent & J M Bibby; Academic Press; 1979; Assessment 2 Hour Examination = 100% Prerequisites MT3606 Antirequisites MT5705 Availability Academic year 2012/13 in semester 2 at 10 Lecturer Dr I B J Goudie Click here for access to past examination papers via iSaint. Click here to see the University Course Catalogue entry. Revised: PMH (October 2012)