Course: 2021/2022

Multivariate Analysis

(13712)

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

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.

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

Basic Bibliography

- JOHNSON, R. A. and WICHERN, D. W. . Applied multivariate statistical analysis, 6th Edn. Pearson Prentice Hall.. 2007

Additional Bibliography

- Baíllo, A., Grané, A.. 100 problemas resueltos de Estadística Multivariante (implementados en Matlab). Delta Publicaciones. 2007

The course syllabus may change due academic events or other reasons.

**More information: **https://www.uc3m.es/ss/Satellite/Grado/es/Detalle/Estudio_C/1371212500697/1371212987094/Grado_en_Estadistica_y_Empresa