Multivariate Statistical Analysis

Course aim

To give students and 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)

Common to all relevant programs
Subject Area & Catalogue Number	Course Name
MATH 1036	Statistical Methods
MATH 1056	Linear Algebra

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, CITY WEST
Lecture	3 hours x 13 weeks
Tutorial	1 hour x 12 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)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
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Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
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Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.

* 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.