Multivariate Statistical Analysis M

Course aim

To give students an understanding of the theory and practice of modern multivariate statistical methods.

Course content

The linear model; the multivariate normal distribution; covariance matrices; Hotelling's T-squared; principal components; Flury test, discriminant analysis; factor analysis.

Textbook(s)

Johnson, Richard A. & Wichern Dean W. 2000, Applied Multivariate Statistical Analysis, 5th edition, Prentice Hall, New Jersey

Prerequisite(s)

Assumed knowledge for this course is a thorough knowledge of first-year linear algebra which can be accessed through the course MATH 1056 Linear Algebra. The statistical prerequisite is the knowledge on basic statistical methods which can be accessed through the course MATH 1036 Statistical Methods.

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, CITY WEST
Lecture	3 hours x 13 weeks
Tutorial	1 hours x 12 weeks
Directed Study (Meetings and activities as agreed with Course Coordinator)	N/A x 13 weeks

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.

Assessment

Assignment 1, Assignment 2, Final examination

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 2)
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Fee-paying program for domestic and international students
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* Equivalent Full Time Study Load. Please note: all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation.