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| STAT0201-3 | Multivariate statistics
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| Duration : | 30h Th, 10h Pr, 20h Mon. WS |
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| Credits/ECTS : |
| Master in Mathematical Sciences, in-depth approach, 1st year | | Toute l'année | | 10 |
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| Master in Statistics : General, Research focus, 1st year | | Toute l'année | | 6 |
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| Master in Mathematical Sciences, didactic approach, 1st year | | Toute l'année | | 10 |
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| Master en sciences mathématiques, à finalité spécialisée en gestion, 1st year | | Toute l'année | | 10 |
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| Master en sciences mathématiques, à finalité spécialisée en informatique, 1st year | | Toute l'année | | 10 |
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| Master in Mathematical Sciences, specialized approach, 1st year | | Toute l'année | | 10 |
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| Master in Statistics : General, Professional focus, 1st year | | Toute l'année | | 6 |
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| Master in Mathematical Sciences | | Toute l'année | | 10 |
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| Holder(s) : | Adelin Albert |
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| Language : | Langue française |
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| Course contents : | The theoretical course is subdivided as follows:
- General introduction and some basics of matrix algebra
- Random vectors and multivariate distributions
- Mean vector, disperson matrix and correlation matrix
- Principal component analysis and biplot
- The multinormal distribution and its properties
- Multiple regression and multiple correlation coefficient
- Hotelling T² test for comparing two mean vectors
- Discriminant analysis |
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| Course objective : | The course belongs to the field of applied mathematics. It is intended to give students a general introduction to mathematical multivariate statistics and its applications in various domains of science. Multivariate statistics is concerned with the study of random vectors, ie. the analysis of data resulting from the simultaneous observation of several variables on the same subject or object. The student will gain sufficient knowledge to carry a reserach project, either theoretical or applied, in multivariate analysis. Emphasis will be placed on the potential of statistics in scientific reasoning and experimental research. |
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| Prerequisites : | An introductory course in mathematical statistics. |
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| Workshops : | Practicals include:
- solving theoretical problems in multivariate statistics
- using a statistical package like SAS or STATISTICA
- statistical analysis of a multivariate dataset.
Practicals will start after the second lecture. Theoretical exercises will be given by Ms Laetitia Comte (to be fixed) and practical use of packages by Ms Anne-Françoise Donneau. Since in statistics, practice is essential, students must attend the applied sessions. Exercises can be finished at home if needed. |
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| Organization : | Lectures are given usually on Tuesday mornings of the second quarter from 9:00 to 12:30 am. A 15 minute break is included. The course will be taught at the blackboard and illustarting slides. |
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| Written notes : | There are no lecture notes.
Textbooks are:
- Multivariate statistical methods. D. Morrison, Mc Graw-Hill, Auckland, 1986
- Introduction to multivariate analysis. C. Chatfield et A.J. Collins, Chapman and Hall. ed, London, 1980 |
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| Assessment : | Students will have to complete a project.
The exam will be done orally and include two major questions and to minor questions. It lasts about two hours. |
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| Contacts : | Lecturer
Adelin ALBERT (Professeur ordinaire), Département des Sciences de la Santé Publique (DSSP)- Informatique Médicale et Biostatistique, CHU Sart Tilman (B35), 4000 Liège.
Tél: 04-366.25.91/90 - Fax: 04-366.25.96
Email: aalbert@ulg.ac.be
Secretary
Mrs Anna MARCHETTA, Département des Sciences de la Santé Publique (DSSP)- Informatique Médicale et Biostatistique (IMBS), CHU Sart Tilman (B35), 4000 Liège.
Tél: 04-366.25.90 - Fax: 04-366.25.96
Email: imbs@ulg.ac.be
Assistants
Laetitia COMTE (coordination)
Tél: 04-366.94.60 - Email: L.Comte@ulg.ac.be
Anne-Françoise DONNEAU
Tél: 04-366.47.90 - Email: afdonneau@ulg.ac.be |
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