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3975 (v.4) Applied Statistics 302
Area: | Department of Mathematics and Statistics |
Credits: | 25.0 |
Contact Hours: | 4.0 |
Lecture: | 3 x 1 Hours Weekly |
Practical: | 1 x 1 Hours Weekly |
Prerequisite(s): | 8128 (v.6) Linear Algebra 202 or any previous version
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8393 (v.8) Statistical Methods 201 or any previous version
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302315 (v.2) Mathematical Statistics 202 or any previous version
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Syllabus: | Introduction to multivariate statistical analysis. Review of matrix algebra. Random vectors, mean vectors, covariance and correlation matrices. Multivariate normal distribution and its properties. Random samples from the multivariate normal and sampling distributions thereof. Inference for multivariate normal parameters, maximum likelihood estimation, GLM and inferences for GLMS, one sample and two sample test of hypotheses on the mean vector, comparison of several mean vectors - multivariate analysis ofvariance (MANOVA), discriminant analysis. Analysis of multivariate data using statistical software like R and SAS. |
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Unit Outcomes: | On successful completion of this unit students will have gained the knowledge to explain the concept of multivariate statistical analysis, compute the mean vectors and covariance and correlation matrices for multivariate data, explain the multivariate normal distribution and its properties, describe the random sampling from multivariate normal distribution and find MLE for its parameters, describe generalized linear models and calculate maximum likelihood estimators and inferences from GLM, perform one-sample and two sample tests of hypotheses on the mean vector and comparison of several mean vectors (MANOVA), and describe the methods of Principal Components Analysis and Discriminant Analysis. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
Unit References: | Anderson, T. W., 1984, 'An Introduction to Multivariate Statistical Analysis', Wiley, New York. Chatfield, C. and Collins A. J., 1980, 'Introduction to Multivariate Analysis', Chapman and Hall. Flury, B. and Riedwyl, H., 1988, 'Multivariate Statistics - A Practical Approach', Chapman and Hall. Dillon, W. R. and Goldstein, M., 1984, 'Multivariate Analysis - Methods and Applications, Wiley. Hair, J. F., et al, 1998, 'Multivariate Data Analysis', 5th Edition, Prentice Hall. Krzanowski, W. J., 1988, 'Principles of Multivariate Analysis - A Users Perspective', Clarendon Press. Manley, B., 1986, 'Multivariate Statistical Methods - A Primer', Chapman and Hall. Mardia, K. V., Kent, J. T. and Bibby, J. M., 1979, 'Multivariate Analysis', Academic Press. Morrison, D. F., 1976, 'Multivariate Statistical Methods, 3rd Edition, McGraw Hill. Rao, C. R., 1973, 'Linear Statistical Inference and its Applications', 2nd Edition, Wiley. Rencher, C., 1995, 'Methods of Multivariate Analysis', Wiley. 'SAS Institute Users Guide',1990, SAS, Carey. Venebles, W. N. and Ripley, B. D., 1997, 'Modern Applied Statistics with S-plus', 2nd Edition, Springer, New York. McCullagh, P. and Nedler, J. A., 1989, 'Generalised Linear Models', 2nd Edition, Chapman and Hall, London. |
Unit Texts: | Johnson, R. A. and Wichern, D., 2002, 'Applied Multivariate Statistical Analysis', 5th Edition, Prentice-Hall, New York. |
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Unit Assessment Breakdown: | Assignment 1 10%. Mid-Semester Test 10%. Assignment 2 10%. Final Examination 70%. |
Field of Education: | 20300 Information Systems (Narrow Grouping) | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Informational | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 2 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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