MATH5855 Multivariate Analysis

MATH5855 is a Mathematics Level V course. See the course overview below.

Units of credit: 6

Prerequisites: No

Cycle of offering: Every other year

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: This recent course handout (pdf) contains information about course objectives, assessment, course materials and the syllabus. 

The Online Handbook entry contains information about the course. (The timetable is only up-to-date if the course is being offered this year.) 

If you are currently enrolled in MATH5855, you can log into UNSW Moodle for this course.

Course Overview

Multivariate statistical analysis is performed with the aim to encompass the data concerning all variables into one analysis. This allows for a better and deeper investigation of the relationships between the variables in comparison to the piecemeal analyses of portions of the data.

It also requires more advanced mathematical and computational techniques in comparison to the univariate analysis but the effort pays off in many ways in the quality of the resulting statistical analysis. Most multivariate methods are easier to be described and discussed under the assumption of multivariate normal distribution of the data and this will be the starting point of the course. We shall discuss likelihood ratio tests for multivariate means, for covariance matrices and covariance structures.

Estimation and testing aspects of correlations, partial correlations, and multiple correlations will be studied then. Important practical applications such as discriminant analysis, cluster analysis, principal components, canonical analysis, factor analysis and latent variables will be discussed in detail. SAS-based Computing features prominently in the course.