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Abstract
Multivariate Statistics deals with joint distributions of several random variables. This course introduces the basic concepts and provides an overview over classical and modern methods of multivariate statistics. We will consider the theory behind the methods as well as their applications.
Objective
After the course, you should be able to: - describe the various methods and the concepts and theory behind them - identify adequate methods for a given statistical problem - use the statistical software "R" to efficiently apply these methods - interpret the output of these methods
Content
Visualization / Principal component analysis / Multidimensional scaling / The multivariate Normal distribution / Factor analysis / Supervised learning / Cluster analysis
Resources
Lecture Notes
None
Literature
The course will be based on class notes and books that are available electronically via the ETH library.
General Information
- Language
- English
- Levels
- BSC , MSC , WBZ
- Frequency
- Every two years
Examination
- Type
- end-of-semester examination
- Mode
- written 120 minutes
- Aids
- None
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture with exercise |
Multivariate Statistics
Does not take place this semester.
By way of exception the course does not take place in the Spring Semester 2021.
|
No time listed | 2 h weekly |
Offered In
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Electives (For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields.)
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Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
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Core Courses (In each subject area, the core courses offered are normally mathematical as well as application-oriented in content. For each subject area, only one of these is recognised for the Master degree.)
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