Tárgykövetelmények
[TTK]
[matematikus
képzés], MS
Multivariate Statistics ***
Code:
BMETE95MM15; Requirement:
3/1/0/F/5;
Semester:
2017/18/1; Language:
English;
Lecturer: [Dr.
Bolla Marianna] ;
Presence. Absenses are not recorded, but students take a 20 minutes test each week, and have to reach an average at least grade 2 for the signature (each test is worth for maximum 5 points, depending on the number of correct answers for the 5 multiple choice questions). The total (maximum 50) test points will be transformed into maximum 20 pouints, so making 20% of the total grade. (In this system, students must have at least 8 points for the signature.)
2 homework exercise sets: to be turned in on the 6th and 12th weeks, and are worth
for 15-15 points. At least 40% performance in each (minimum 6-6 points) is also the requirement for the signature. So, your minterm points are maximum 20+15+15=50
(and minimum 20).
Final exam: theoretical questions (with proofs), multivariate statistical methods, and applications (interpreting the results of statistical program packages). Detailed list of the questions are on the homepage: www.math.bme.hu/~marib/tobbvalt
The final grade is the average of the midterm and final assessment: students can earn maximum 50 midterm points and 50 on the exam. Then the final grade is the following: 40-: grade 2, 55-: grade 3, 70-:grade 4, 85-:grade 5.
Consultations: in office hours and before the final.
Lecture notes are on the homepage.
Books:
Bolla M. és Krámli A., Statisztikai következtetések elmélete, Typotex, Budapest, 2005 (5-8. fejezet) in Hungarian.
Mardia, K. V., Kent, J. T., Bibby, J. M., Multivariate Analysis, Academic Press, Elsevier Science, 1979. (in English, available in the library)
Rao, C. R., Linear Statistical Inference and Its Applications, Wiley, New York, 1965.
Budapest, 5th September, 2017.
Marianna Bolla
Dr. Habil.
Dept.
Stochastics