Checking date: 04/06/2021

Course: 2021/2022

Multivariate Analysis
(13712)
Study: Bachelor in Statistics and Business (203)

Coordinating teacher: GRANE CHAVEZ, AUREA

Department assigned to the subject: Department of Statistics

Type: Compulsory
ECTS Credits: 6.0 ECTS

Course:
Semester:

Requirements (Subjects that are assumed to be known)
Probability I Probability II Statistical Inference Methods I Statistical Inference Methods II Linear Algebra Calculus I Calculus II Advanced Mathematics Programming I Programming II
Objectives
COMPETENCES 1. Capacity for identifying problems associated with statistical data in several variables. 2. Acquire skills in multivariate data description. 3. Know the properties of multivariate distributions. 4. Capacity for making hypothesis testing on multivariate populations. 5. Know several types of statistical distances. 6. Acquire skills in data representation and dimension reduction techniques. 7. Acquire skills in clustering and classification techniques. 8. Handle statistical software for multivariate analysis. SKILLS: 1. Aptitude to understand a real problem and to analyze it as a statistical problem. 2. Modeling and solving problems. 3. Capacity of analysis and synthesis. 4. Oral and written skills. 5. Aptitude to work in a group.
Skills and learning outcomes
Description of contents: programme
1. Introduction 2. Multivariate data 3. Multivariate Normal distribution 4. Principal component analysis 5. Multivariate analysis of variance 6. Distances and multidimensional scaling 7. Cluster analysis 8. Discriminant analysis
Learning activities and methodology
Competences will be acquired by students from: [I] Theory classes: one per week (14 sessions) [II] Practical classes in the computer room: one per week (14 sessions) Activities [I] and [II] will be devoted to exercises, problems, data examples, and case studies. Teaching will make intensive use of the resources available in Aula Global. Main operating system is Windows.
Assessment System
• % end-of-term-examination 40
• % of continuous assessment (assigments, laboratory, practicals...) 60
Calendar of Continuous assessment
Basic Bibliography
• JOHNSON, R. A. and WICHERN, D. W. . Applied multivariate statistical analysis, 6th Edn. Pearson Prentice Hall.. 2007