Yearbooks

Multivariate analysis 311


 
Module code WST 311
Qualification Undergraduate
Faculty Faculty of Economic and Management Sciences
Module content

Multivariate statistical distributions: Moments of a distribution, moment generating functions, independence. Multivariate normal distribution: Conditional distributions, partial and multiple correlations. Multinomial and multivariate Poisson distributions: Asymptotic normality and estimation of parameters. Distribution of quadratic forms in normal variables. Multivariate normal samples: Estimation of the mean vector and covariance matrix, estimation of correlation coefficients, distribution of the sample mean, sample covariance matrix and sample correlation coefficients. The linear model: Models of full rank, least squares estimators, test of hypotheses. Practical applications: Practical statistical modelling and analysis using statistical computer packages and interpretation of the output.

Module credits 18.00
Service modules Faculty of Economic and Management Sciences
Faculty of Natural and Agricultural Sciences
Prerequisites WST 211, WST 221, WTW 211 GS and WTW 218 GS
Contact time 1 practical per week, 2 lectures per week
Language of tuition Double Medium
Academic organisation Statistics
Period of presentation Semester 1

The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

Copyright © University of Pretoria 2024. All rights reserved.

FAQ's Email Us Virtual Campus Share Cookie Preferences