Statistics 731
Spring 2008
Applied Multivariate Statistical Analysis

Syllabus

  1. General

    Instructor
    Peter Bloomfield
    Telephone number
    515-1913
    E-mail address
    bloomfield@stat.ncsu.edu
    Office hours
    10:00 a.m. - 12:00 noon, Wednesdays
    Office address
    14 Patterson Hall
    Teaching Assistant
    Arun Krishna
    E-mail address
    akrishn@ncsu.edu
    Office hours
    Tuesday: 12 noon - 1 pm; Friday : 12 noon - 1 pm
    Office address (office hours only)
    Room 110 Bureau of Mines
    Class meeting times
    3:00 - 4:15 p.m. MW, in 325 Harrelson Hall
  2. Course prerequisites: ST 512

  3. General Education Requirements: Not applicable.

  4. Student learning outcomes for the course: The student will:

    1. be capable of selecting, carrying out and interpreting appropriate statistical methods for describing and analysing multivariate data sets, in the context of their own research interests;
    2. have an appreciation of a range of multivariate methods and their use and limitations in a research context;
    3. be able to examine critically their own and other researchers' use of methods of analysis for multivariate data.
  5. Required Textbook: Applied Multivariate Statistical Analysis, by Richard A. Johnson and Dean W. Wichern; 6th edition; Prentice Hall. Note: the 5th edition is also acceptable; any required material that is not in the 5th edition will be made available online.

  6. Course organization and scope:

    Topic  
    1. Introduction and review of vectors and matrices 2 weeks
    2. The multivariate normal distribution 2 weeks
    3. Analyzing the structure of mean vectors 3 weeks
    4. Analyzing the structure of dispersion matrices 3 weeks
    5. Discrimination and classification 3 weeks
  7. Reading assignments: see the reading assignments page.

  8. Homework assignments: see the homework assignments page.

  9. Tests: You will take three take-home tests; the first two will be 2-day tests, and the last, which will be available on the last day of classes, will be a 5-day test. The first test will cover topics 1 and 2 listed above; the second test will cover topic 3; and the third test will cover topics 4 and 5. Test questions will be similar to exercises on the preceding homework assignments. See the test schedule page.

  10. Grades: The course grade will be based on homework (10%), and tests (30% each). The homework grade will reflect completeness and timeliness, not correctness; you are encouraged to work together to master these exercises. Tests are of course graded for correctness, and must be your own individual work.

    Course grades will be rounded to the nearest %, and letter grades will be assigned on the basis A+ = 97-100, A = 93-96, A- = 90-92, B+ = 87-89, and so on.

    Auditors are excused from the tests, but meet all other course requirements, including timely submission of homework.

  11. Incomplete grades and late assignments: An incomplete grade will be given only in accordance with NCSU policy (see http://www2.ncsu.edu/provost/academic_policies/grading/reg.htm). Homework will be accepted late only with prior approval from the instructor.

  12. Attendance, absences, and makeup work: Full participation in classes and examinations is expected of all students. Students are expected to inform the instructor in advance about any anticipated excused absences. See the university attendance regulation for university definitions of excused absences.

  13. Academic Integrity:

    1. NCSU has a policy on academic integrity, which you may find in the Code of Student Conduct.

    2. It is the understanding and expectation of the instructor that the student's signature on any test or examination means that the student neither gave nor received unauthorized aid.

    3. As noted above, you are encouraged to work together to master the exercises assigned as homework. All tests and the final examination are submitted for a grade, and must be your own individual work.

  14. Students with disabilities: Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students at 1900 Student Health Center, Campus Box 7509, 515-7653. http://www.ncsu.edu/provost/offices/affirm_action/dss/ . For more information on NC State's policy on working with students with disabilities, please see the Academic Accommodations for Students with Disabilities Regulation.

  15. Laboratory safety and field trips: Not applicable.

  16. Statement on extra expenses: Not applicable.

  17. Statement on transportation: Not applicable.


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