Statistical Analysis of Dependent Data - MATH3841

   
   
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
Contact Hours per Week: 4
 
 
Enrolment Requirements:
 
 
Prerequisite: MATH3811 or MATH3911; Excluded: MATH3820, MATH3870, MATH3920, MATH3941, MATH3970.
 
 
Offered: Semester 2 2005
 
 
Fee Band: 2
 
 

Description


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. Discriminant analysis, principle component analysis, canonical analysis and factor analysis. Classification methods. Stationary and non-stationary time series models, autocorrelation, linear time series models, forecasting. Models for spatial processes.