Lecturer:
Bo Rosbjerg
Credit: 3
ECTS, SE-course
Textbook:
G. A. F. Seber, Multivariate Observations.
John Wiley & Sons.
ISBN 0 471 88104 X.
Contents cf. study regulations: The
multivariate normal distribution; the Wishart distribution; Hotelling's T2,
multivariate Beta distributions. Inference and graphical methods. Multivariate
variance and covariance analysis.
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Curriculum - ajustments regulary |
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| Session | Date |
Sections in the textbook |
Problems |
Solutions |
| 1 | 8.2 | 1.1 - 1.4 | 1 | 1 |
| 2 | 19.2 | 1.5 - 2.2 | 2 | 2 |
| 3 | 26.2 | 2.3.1 - 2.3.3 | 3 | 3 |
| 4 | 5.3 | 2.4.1, 2.5.1 - 2.5.3 except page 3612 - 3710 | 4 | 4 |
| 5 | 12.3 | 2.5.4 - 2.5.6 except page 4014 - 4210 | 5 | 5 |
| 6 | 19.3 | 2.6 | 6 | 6 |
| 7 | 26.3 | 3.1 - 3.3.1 except page 6112 - 633 | 7 | 7 |
| 8 | 2.4 | 3.3.2, 3.3.4, 3.4.1 - 3.4.3 until page 781 | 8 | 8 |
| 9 | 9.4 | 3.4.3 from page 791 - 3.4.4, 3.5.1 - 3.5.2 | 9 | 9 |
| 10 | 19.4 |
3.5.3, 3.5.6, 3.6.1 a,
b except page 1048 -10510 and page 1054 - 10613 |
10 | 10 |
| 11 | 23.4 | 3.6.2 a,b, 3.6.3 - 3.6.4 | 11 | 11 |
| 12 | 3.5 | 8.1 - 8.2 | 12 | 12 |
| 13 | 7.5 | 8.3 - 8.4 | 13 | 13 |
| 14 | 14.5 | 8.6.1 - 8.6.2 a,b, 8.6.3 - 8.6.4 except page 41312 - 4139 | 14 | 14 |
| 15 | 21.5 | 8.7 - 8.9 except page 4303 - 43116 | 15 | 15 |
Graphical methods, summary for self-tuition
here.
Examination questions
here.
Rev.: