Learning objectives
The main goal of the course is to supply some fundamental topics of multivariate analysis. Goal of the course is also to teach to the student to use multivariate analysis in the solution of applied problems which have a particular relevance in the firm.
Prerequisites
Knowledge of the basics of Statistics.
Course unit content
Univariate Distributions. Normal, Uniform , Cauchi, Pareto, Exponential, t di Student, Chi, F, Bernoulli, Binomial, Poisson.
Bivariate distributions. Conditional and Marginal Distrributions. Bivariate Normal. Bivariate Uniform.
Sum and product of casual variables. Central limit theorem.
Means.
Multivariate distances.
Principal Components.
Multivariate regression.
Anova .
Full programme
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Bibliography
Cerioli A. Zani S. Analisi dei dati e data mining per le decisioni aziendali, Giuffrè editore, Milano. 2007
Montgomery D.C. Progettazione e analisi degli esperimenti, Mc Graw Hill Milano, 2005.
Flury B. Introduction to Multivariate Analysis, Springer, New York, 1997.
Teaching methods
Classes. Laboratory with R.
Assessment methods and criteria
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Other information
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