401-6102-00L Multivariate Statistics
| Semester | Spring Semester 2018 |
| Lecturers | not available |
| Periodicity | two-yearly recurring course |
| Course | Does not take place this semester. |
| Language of instruction | English |
Courses
| Number | Title | Hours | Lecturers | |
|---|---|---|---|---|
| 401-6102-00 G | Multivariate Statistics Does not take place this semester. | 2 hrs | not available |
Catalogue data
| 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. |
| Learning 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 |
| Lecture notes | None |
| Literature | The course will be based on class notes and books that are available electronically via the ETH library. |
| Prerequisites / Notice | Target audience: This course is the more theoretical version of "Applied Multivariate Statistics" (401-0102-00L) and is targeted at students with a math background. Prerequisite: A basic course in probability and statistics. Note: The courses 401-0102-00L and 401-6102-00L are mutually exclusive. You may register for at most one of these two course units. |
Performance assessment
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 4 credits |
| Examiners | |
| Type | end-of-semester examination |
| Language of examination | English |
| Repetition | A repetition date will be offered in the first two weeks of the semester immediately consecutive. |
| Additional information on mode of examination | written 120 minutes |
Learning materials
| No public learning materials available. | |
| Only public learning materials are listed. |
Groups
| No information on groups available. |
Restrictions
| There are no additional restrictions for the registration. |
