课程编号： 060073

英 文 名： Multivariate statistical analysis

课程类别： 统计学专业主干课

前 置 课： 线性代数、概率论与数理统计、计算机基础

后 置 课：  

学　  分： 3学分

课    时： 54课时（其中实验课10课时）

主讲教师： 王芳

选定教材： Richard A. Johnson,Dean W. Wichern, 应用多元统计分析，北京：清华大学出版社，2008

课程概述：

Applied multivariate analysis is concerned with statistical methods for describing and analyzing multivariate data. Data analysis, while interesting with one variable, becomes truly fascinating and challenging when several variables are involved. Multivariate analysis is a “mixed bag”. It is difficult to establish a classification scheme for multivariate techniques that is both widely accepted and indicates the appropriateness of the techniques. In these course, We have six chapters, the first chapter is aspect of multivariate analysis, the other chapters are applied multivariate analysis. Little attention is paid to proofs, a focus of  the course will be the theory and the application of multivariate analysis.

教学目的：

By taking the course, the students should be gain a firm understand on linear model, principal component, factor analysis, discrimination and clustering method. To avoiding the difficult calculation, the students are asked to learn how to use SPSS software, because modern computer packages readily provide them with the supporting knowledge necessary for making proper interpretations. At the same time, the course ask the students to think about statistical questions using bilingualism.

教学方法：

The class are full of theory,  classroom discussion, internship on computer and collection related information post-class. Five homework assignments will be given and class attendance will be recorded regularly. A final exam, covering the entire semester, will be given.