Total Credits: 20
Level: Level 4
Target Students: Open only to MSc students. All other students with suitable prerequisites should take G13MVA instead.
|Spring||Assessed by end of Spring Semester|
Prerequisites: Students should be familiar with definitions,concepts&theorems relating to univariate distributions-the normal&chi-squared distributions;linear regression&analysis of variance models;parameter estimation&hypothesis testing,such as the likelihood ratio test;elementary linear algebra,such as eigenvalue/eigenvector analysis & basic matrix manipulations, including matrix multiplication&inversion.
|G14FOS||Fundamentals of Statistics|
Summary of Content: This module is concerned with the analysis of multivariate data, in which the response is a vector of random variables rather than a single random variable. A theme running through the module is that of dimension reduction. Key topics to be covered include: principal components analysis, whose purpose is to identify the main modes of variation in a multivariate dataset; modelling and inference for multivariate data, including multivariate regression data, based on the multivariate normal distribution; classification of observation vectors into subpopulations using a training sample; canonical correlation analysis, whose purpose is to identify dependencies between two or more sets of random variables. Further topics to be covered include factor analysis, methods of clustering and multidimensional scaling.
Method and Frequency of Class:
|Activity||Number Of Weeks||Number of sessions||Duration of a session|
|Lecture||12 weeks||2 per week||2 hours|
Method of Assessment:
|Exam 1||80||One 2.5hr written examination|
|Project 1||20||A combination of reading relevant literature, data analysis using a suitable statistical package and preparing a report (max length: 10 pages)|
Professor A Wood
Education Aims: The purpose of this module is to broaden the students' knowledge of statistics by introducing them to important contemporary topics in multivariate analysis. This module is in the Statistics pathway and builds upon the statistical ideas and methods of the module G14FOS. Students will acquire knowledge and skills of relevance to a professional and/or research statistician.
Learning Outcomes: A student who completes this module successfully will be able to:
Offering School: Mathematical Sciences
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