TMA4270 2008 Multivariate Analysis

Lecturer:

• Prof. Håvard Rue, room 1240, S2.

Lectures:

• Wed: 08.45-10.00, F6  (oops: note the starting time). Aug 20th we start at 08.15 as annouced.
  
• Thu: 12.15-14.00, F2 (not F6).
  

Assistant:

•  Alessandro Ottavi
• Tutorials Mon 17.15-18.00, F2 (likely to be changed?)

Book:

• Applied Multivariate Statistical Analysis, Johnson and Wichern, 6th ed, Pearson.

Theoretical exercises are selected from this booklet, and announced regularly.

Computer exercies are announced regularly and make use of R

Announcements:

• [Aug 19]  First lecture tomorrow...
• No lecture Wed 30 sept.

Progress:

• Week 34: Chapter 1-3. We will return to some matrix results and inequalities when we need them.
• Week 35: Chapter 4. Start to discuss the multivariate normal distribution.
• Week 36: Continue with chapter 4.
• Week 37: Chapter 5.
• Week 38/39/40: Chapter 7.
• Week 41: Chapter 8
• Week 42/43: Exam-exercise 1
• Week 44: Chapter 9
• Week 45: Chapter 11
• Week 46/47: Exam-exercise 2
  

Exercises

• Week 35/36: From chapters 1-3. Johnson&Wichern: 2.2, 2.40, 3.14, 3.16. Booklet: 1,2,3 and 6. Assistance Mondays 17.15-18.00 F2, otherwise contact Alessandro Ottavi.
• Week 37: Computer exercise 1.  More information about R  OOOPS: Supervision in Nullrommet and not F2!!!
• Week 38: JW4.4, JW4.5c, P4, P7, P8, P10, P11. Note there was a missprint in P11 (s = Sigma^{+1/2}....); which is now fixed.
  
• Week 39: Computer exercise 2  The datafiles are given in the exercise.  Supervision in Nullrommet and not F2!!
• Week 40:  From the book: 5.1, 5.2. From the booklet: P12, P13, P14.
• Week 42 and 43: First Exam-exercise and data. Refer to the exercise for information on when and where to hand in. Note the extra lecture Wed 22th, same time and place as usual. See the exercise, question 3, for more information.  If you need more time, please let us know.
  
• Week 46 and 47. Second Exam-exercise. Supervision at usual. Please ask Alessandro if there are any questions.
  

Exam:

• 80% Written exam 18.12.2008, 4 hours.
• 20% semester assignment.
• No written aids are allowed for the exam; so you only need to bring your pen!
• The exam will only be in English; you may answer in either English or Norwegian.

Detailed information

• About the course
  

Misc

• Last year course (This years course will be quite similar.)
  

Pensum

• Chapters 1,2,3,4,5,7,8,9 and 11 in the text-book.

Previous exam questions are found here


Håvard Rue, Nov 29, 2008.