Multivariate Statistical Methods

Contact: wermuth@chalmers.se Course numbers: CTH-TMS041, GU-MSA200 Class times and room: Tuesday, 27. Jan, 16:00 in MVH11 and starting on Jan 28: Wednesdays 10:00-12:00 in MVH11 Fridays 10:00-12:00 in MVH32 except on charm day, 2 Feb, 8:00-10:00 in MVH11. Course goal: An introduction to studying joint distribution of both discrete and continuous random variables. Emphasis will be on the interpretation and on estimation of parameters. Course literature: Parts of: The Analysis of Cross-Classified Categorical Data, S. Fienberg, Springer (2007), Linear Regression Analysis, S. Weisberg, 3rd ed., Wiley (2005), A First Course in Multivariate Statistics, B. Flury, Springer (1997), own lecture notes. Prerequisites: Knowledge of basic statistical concepts and of probability distributions is assumed and some familiarity with using any standard statistical package and Matlab. Advanced undergraduate and graduate students are welcome. Type of Examination: Home work to be handed in, which will include exercises that require computations, interpretation, and some proofs. Password protected section (if it does not work please contact webmaster) Includes: reading, data and exercises.