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Multivariate Statistics
Multivariate Statistik
Last Updated: 2026-02-05 15:23:57
Abstract
Multivariate Statistics deals with joint distributions of several random variables. The course introduces the basic concepts and provides an overview over the diverse methods of multivariate statistics with emphasis on applications.
Objective
Multivariate Statistics deals with joint distributions of several random variables. The multivariate normal distribution provides a basic model on which many classical methods are based. They include multivariate regression, discriminant analysis, as well as principal component and factor analysis. Further methods start from measures of similarity or dissimilarity, notably cluster analysis and scaling methods. In the course the basic concepts are presented in some depth, applications of the models are discussed and an outlook to further questions and methods is provided. The goal is a sound understanding of the most important concepts and an overview of applications of the methods.
Content
Introduction / Graphical Methods / Models / Correlation, Regression, Analysis of Variance / Discriminant Analysis / Principal Component and Factor Analysis / Cluster analysis, Distance methods, Scaling / Miscellaneous
Resources
Lecture Notes
Seehttp://stat.ethz.ch/~maathuis/teaching/fall08/index.html
General Information
- Language
- English
- Levels
- BSC , MSC
- Frequency
- Every two years
Examination
- Type
- session examination
- Mode
- oral 20 minutes
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture | Multivariate Statistik (Multivariate Statistics) |
|
2 h weekly |