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Statistical Analysis of Dependent Data - MATH3841
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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.
 
 
Excluded: MATH3941
 
 
Fee Band: 5 (more info)
 
 
Further Information: See Class Timetable
 
 

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.

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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.