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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 | | 8 |
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| Master in Mathematical Sciences, didactic approach, 1st year | | Toute l'année | | 8 |
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| Master in Mathematical Sciences, professional focus in management, 1st year | | Toute l'année | | 8 |
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| Master in Mathematical Sciences, professional focus in computer science, 1st year | | Toute l'année | | 8 |
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| Master in Mathematical Sciences, specialized approach, 1st year | | Toute l'année | | 8 |
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| Master in Statistics : General, Professional focus, 1st year | | Toute l'année | | 7 |
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| Master in Mathematical Sciences | | Toute l'année | | 8 |
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| Holder(s) : | Adelin Albert |
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| Substitute(s) : | Gentiane Haesbroeck |
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| Language : | French language |
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| Course contents : | The theoretical course is subdivided as follows:
- General introduction
- Random vectors and multivariate distributions
- Mean vector, disperson matrix and correlation matrix
- Principal component analysis and biplot
- The multinormal distribution and its properties
- Hotelling T² test for comparing two mean vectors
- Discriminant analysis
- Introduction to Robust Statistics |
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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 STATISTICA or R |
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| Organization : | Lectures are given in the first quarter of the academic year according to a time schedule which will be available in September. |
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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 personal project. An oral exam will be organized for the theory while some exercises will be presented in a written exam. |
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| Contacts : | Lecturer: Gentiane HAESBROECK, Institute of Mathematics (B37), g.haesbroeck@ulg.ac.be |
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