Multivariate Statistical Analysis

Course aim

To provide students with the theoretical and practical knowledge of modern multivariate statistical methods  and how to apply these to large data sets using R.

Course content

Introduction to multivariate descriptive statistics and displays; covariance matrices; principal component analysis; factor analysis; multivariate Normal distribution, Hotelling's T-squared; Canonical Correlation Analysis; Clustering; Mosaic Plots.

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 1056	Linear Algebra
MATH 1068	Statistical Methods

Students who have not undertaken Statistical Methods but can demonstrate an equivalent introductory statistics knowledge may be able to enrol in the course with course coordinator approval.

Corequisite(s)

Nil

Teaching method

Component	Duration
INTERNAL, CITY WEST
Lecture	2 hours x 13 weeks
Tutorial	2 hours x 13 weeks
Directed Study	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 take-home 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
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
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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.