COURSE REQUIREMENTS / Tárgykövetelmények
[TTK]
[matematikus képzés], math. MSc
Multivariate Statistics ***

Code: BMETE95MM15; Requirement: 2/2/0/V/5;
Semester: 2025/26/1; Language: English;

Lecturer: [Dr. Bolla Marianna] .

Presence. Presences are not recorded, but students take a 25 minutes (open-book) test each week, based on which can get bonus points or in case of bad performance, suggested to study basic statistics preliminaries. There are 10 tests, each for 5 points, during the semester. For signature, you have to earn at least 20 out of the maximum 50 points.

Two homework exercise sets: 40% performance of each is also a requirement for the signature.

Final exam: (A) theoretical questions (with proofs), (B) multivariate statistical methods

(without proofs), (C) interpreting the outputs of a statistical program package (BMDP).

The final grade is the weighted average of the homework assessment

(50%), and the performance on the final exam (50%).

Consultations: in office hours and before the final.

Lecture notes, exam questions and homework exercise sets are on the homepage

of the subject: http://www.math.bme.hu/~marib/tobbvalt

Books

1. Bolla M. és Krámli A., Statisztikai következtetések elmélete, Typotex, Budapest,

(5-8. fejezet) in Hungarian., 2005, 2012.

2. Mardia, K. V., Kent, J. T., Bibby, J. M., Multivariate Analysis, Academic Press, Elsevier Science, 1979.

3. Rao, C. R., Linear Statistical Inference and Its Applications, Wiley, New York, 1965, 1973.

Budapest, 2 September, 2025.

Marianna Bolla
Prof. DSc.