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School of Mathematics and Statistics

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Mathematics
and Statistics

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Timetable

2013/2014 Sem. 1

2013/2014 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)


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