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MT4609   Multivariate Analysis

Academic year(s): 2018-2019

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF Level 10

Semester: 2

Availability restrictions: Not automatically available to General Degree students

Planned timetable: 10.00 am Mon (odd weeks), Wed and Fri

This module aims to introduce students to the ideas and techniques of multivariate statistical analysis. The syllabus includes mean vectors, covariance matrices, correlation matrices; basic properties of multivariate normal distributions; checking multivariate normality; the likelihood ratio and union-intersection principles for constructing multivariate tests; the one-sample and two-sample Hotelling's T-squared tests; tests on covariance matrices, tests of independence; linear discriminant analysis; principal components analysis; canonical correlation.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MT3507

Learning and teaching methods and delivery

Weekly contact: 2.5 lectures (weeks 1 - 10) and 0.5 tutorial (weeks 2 - 11).

Scheduled learning hours: 30

Guided independent study hours: 120

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 100%

As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Coursework: 0%

Re-assessment: 2-hour Written Examination = 100%

Personnel

Module teaching staff: Dr G Minas