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Semester 2
Multivariate Data Analysis (MATH10064)
Subject
Mathematics
College
SCE
Credits
10
Normal Year Taken
4
Delivery Session Year
2023/2024
Pre-requisites
Course Summary
Optional course for the Honours Degrees in Mathematics & Statistics and Economics & Statistics and MSc in Statistics and OR.Syllabus summary:- Estimation and Hypothesis Testing for multivariate normal data;- Principal Component Analysis and Factor Analysis;- Discriminant Analysis;- Cluster Analysis,- Correspondence Analysis.
Course Description
Multivariate normal distribution; maximum likelihood estimation, Wishart's distribution, Hotelling's T2 and hypothesis testing for multivariate normal data.Principal Components Analysis and derivation of principal components; PCA structural model; PCA on normal populations; biplots; Factor Analysis orthogonal factor model; estimation and factor rotation.Linear discriminant analysis; Fisher's method, discrimination with two groups; discrimination with several groups.Hierarchical clustering methods, measures of distance, non-hierarchical methods, model-based clustering.Concepts of correspondence analysis, chi-square distance and inertia, multiple correspondence analysis
Assessment Information
Written Exam 85%, Coursework 15%, Practical Exam 0%
Additional Assessment Information
Coursework 15%, Examination 85%
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