401-0102-00L  Applied Multivariate Statistics

SemesterSpring Semester 2016
LecturersM. H. Maathuis
Periodicitytwo-yearly recurring course
Language of instructionEnglish


AbstractMultivariate Statistics studies methods to analyze data on several random variables simultaneously. This course introduces the basic concepts and provides an overview of classical and modern methods of multivariate statistics, with an emphasis on applications.
ObjectiveAfter the course, you should be able to:
- describe the various methods and the concepts 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
ContentVisualization / Principal component analysis / Multidimensional scaling / The multivariate Normal distribution / Factor analysis / Classification / Cluster analysis
Lecture notesNone
LiteratureWe will use parts of the book "Introduction to Statistical Learning: With Applications in R" by Gareth, Witten, Hastie and Tibshirani. An electronic version is available from the ETH library.
Prerequisites / NoticeThis course is targeted at students with a non-math background.
Prerequisite: A basic course in probability and statistics.