Statistical Analysis of Dependent Data - MATH3841
Faculty: Faculty of Science
School: School of Mathematics and Statistics
Course Outline: http://www.maths.unsw.edu.au/
Campus: Kensington Campus
Career: Undergraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 4
Enrolment Requirements:
Prerequisite: MATH3811 or MATH3911.
CSS Contribution Charge: 2 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
Description
Extension of statistical modelling from independently distributed data to modelling dependence in observed data. Understanding of basic distributions and models useful in practical situations. Development of statistical methods for analysis of dependent data arising in multivariate observations, time series and spatial processes. Multivariate normal distribution, Hotelling's T-squared, Wishart distribution. Time series models, stationary time series, ARMA and forecasting ARMA. Spatial processes, sample semivariograms and Kriging.
Study Levels
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