# 732A37 Multivariate Statistical Methods

### Course information

#### Course description

This is a traditional course in multivariate statistical methods, covering the multivariate normal distribution with inference of mean vectors, principal component analysis, factor analysis and canonical correlation analysis. The course requires good knowledge of matrix algebra and undergraduate courses in statistical inference and linear statistical models.

The course is intended for students in the Masters program Statistics and Data Mining as a profile course in Statistics.

#### Course literature

- Applied Multivariate Statistical Analysis by R.A. Johnson and D.W. Wichern, Sixth Edition, ISBN 9781292024943.

## Schedule

#### Tuesday October 27 13-15 in D24

Content: Short meeting.

#### Wednesday November 4 13-16 in D24

Type: Lecture
Content: Chapter 1-2 preparation

#### November 11 Deadline for Computer laboration 1

Instruction and data in LISAM.

#### Wednesday November 11 10-12 in D24

Type: Lecture
Content: Chapter 3-4 preparation

#### Wednesday November 11 13-15 in D315

Type: Seminar
Content: Exercises 1.17, 2.5 (3.5), 2.6 (3.6), 2.8 (3.8), 2.9 (3.9), 2.26 (3.26), 2.32 (3.32), 2.35 (3.35), 2.37 (3.37)

#### Wednesday November 17 13-15 in D24

Type: Lecture
Content: Chapter 5.1-5.5, 6.1-6.5 preparation

#### Wednesday November 18 10-12 in D315

Type: Seminar
Content: Exercises 3.2(2.2), 3.7 (2.7), 4.2-4.5, 4.21, 4.22

#### November 25 Deadline for Computer laboration 2

The instruction is found here. Table 1.9 is here, and here you find table 5.12. Finally, here is table 6.13.

#### Wednesday November 25 10-12 in D24

Type: Lecture
Content: Chapter 8.1-8.5, 9 preparation

#### Wednesday November 25 13-15 in D24

Type: Seminar
Content: Exercises 5.1, 5.3, 5.4a, 5.7, 6.8, 6.19, 6.22

#### December 2 Deadline for Computer laboration 3

The instruction for computer laboration 3 is found here.

#### Wednesday December 2 10-12 in D24

Type: Lecture
Content: Chapter 10 preparation

#### Wednesday December 2 13-15 in D24

Type: Seminar
Content: Exercises 8.4, 8.6, 8.10, 9.10, 9.11, 9.19

#### December 9 Deadline for Computer laboration 4

Instruction and data in LISAM.

#### Wednesday December 9 10-12 in D24

Type: Lecture
Content: Preparation for exam. Reserve time.

#### Wednesday December 9 13-15 in D24

Type: Seminar
Content: Exercises 10.2, 10.12

#### Thursday January 21

Content: Written examination

Page responsible: Jörgen Säve-Söderbergh
Last updated: 2015-11-25