Economic Statistics

Multivariate Statistic Analysis

Release Date: 2022-04-27

    1. Basic Course Information

Course Code: 040203
Course Name: Multivariate Statistical Analysis
Course Type: Specialty Course
Periods: 48
Credits: 3
Target Students: Undergraduates majoring in economics or management
Assessment: Examination
Preparatory Courses: Probability Theory and Mathematical Statistics, Linear algebra, Higher Algebra

    2. Course Introduction

Multivariate Statistic Analysis is one of the basic specialized obligatory courses of statistics. Multivariate Statistical Analysis is widely applied to multivariate data in many areas of the national economy, and there have been many highly effective results. So, Multivariate Statistical Analysis is a course of quantitative analysis which is essential to the students whose major is statistics. Multivariate Statistical Analysis is one of the important branches of statistics. It is a subject which researches the relations of multivariate random variables and the inherent laws. Its contents include parameter estimation of the multivariate normal distribution, test of hypothesis, data diagram representation and clustering analysis, principal component analysis, factor analysis, correspondence analysis, canonical correlation analysis, multivariate regression analysis correspondence analysis, canonical correlation analysis, multivariate regression analysis and statistical analysis of qualitative data etc.