Academic year(s): 2018-2019
SCOTCAT credits : 15
ECTS credits : 7
Level : SCQF Level 10
Availability restrictions: Not automatically available to General Degree students
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.
Pre-requisite(s): Before taking this module you must pass MT3507
Weekly contact: 2.5 lectures (weeks 1 - 10) and 0.5 tutorial (weeks 2 - 11).
Scheduled learning hours: 30
Guided independent study hours: 120
As used by St Andrews: 2-hour Written Examination = 100%
As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Re-assessment: 2-hour Written Examination = 100%