STAT467 MULTIVARIATE ANALYSIS

Course Code:2460467
METU Credit (Theoretical-Laboratory hours/week):5 (4.00 - 2.00)
ECTS Credit:6.0
Department:Statistics
Language of Instruction:English
Level of Study:Undergraduate
Course Coordinator:
Offered Semester:Fall Semesters.

Course Objectives

The course aims to cover the fundamental statistical methods, the analyses of the high-dimensional data via certain parametric approaches and to combine the knowledge of linear algebra with statistics. 


Course Content

Sample mean vector and sample covariance matrix; matrix decomposition; multivariate normal and Wishart distributions; parameter estimation; hypothesis testing; MANOVA; principal components; factor analysis; multivariate classification and clustering; canonical correlation.


Course Learning Outcomes

Students can perform the fundamental statistical analyses such as ANOVA and student-t test in high-dimensional datasets. They also learn how to merge the statistical theories and applications in the univariate dimension to the more complex and high dimensional analyses. Market applications will also be discussed to improve the application skills of students.


Program Outcomes Matrix

Level of Contribution
#Program Outcomes0123
1Applying the knowledge of statistics, mathematics and computer to statistical problems and developing analytical solutions.
2Defining, modeling and solving real life problems that involve uncertainty, and interpreting results.
3To decide on the data collection technique, and apply it through experiment, observation, questionnaire or simulation.
4Analysing small and big volumes of data and interpreting results.
5Utilizing up-to-date techniques, computer hardware and software required for statistical applications; developing software programs and numerical solutions for specific problems when necessary.
6Taking part in intradisciplinary and interdisciplinary teamwork, using time efficiently, taking leadership responsibilities and being entrepreneurial.
7Taking responsibility in individual work and offering authentic solutions.
8Following contemporary developments and publications in statistical science, conducting research, being open to novelty and thinking critically.
9Efficiently communicating in Turkish and English to define and analyze statistical problems and to interpret the results.
10Having a professional and ethical sense of responsibility.
11Developing computational solutions to statistical problems that cannot be solved analytically.
12Having theoretical background and developing new theories in statistics, building relations between theoretical and practical knowledge.
13Serving the society with the expertise in the field.

0: No Contribution 1: Little Contribution 2: Partial Contribution 3: Full Contribution