Information Package / Course Catalogue
Multivariate Statistics and Data Analysis
Course Code: FEK523
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

The objective of this course is to cover a high level of Multivariate Statistics and its applications.

Course Content

Obtaining multivariate descriptive statistics

Name of Lecturer(s)
Learning Outcomes
1.Understanding statistical concepts of linear algebra terms (rank, determinant, eigenvalu, eigenvector etc.),
2.Obtaining multivariate descriptive statistics (mean vector, variance-covariance matrix, correlation matrix etc.),
3.Interpreting three or more dimensional graphs,
4. Applying Principal Component Analysis,
5.Applying Factor Analysis,
Recommended or Required Reading
1.Johnson, R.A. ve Wichern, D.W., (2007), Applied Multivariate Statistical Analysis, 6th Edn, Pearson International Edition.
2.Johnson, D.E. (1998) Applied Multivariate Methods for Data Analysts, Duxbury.
Weekly Detailed Course Contents
Week 1 - Theoretical
Types of variables, Data Matrices and Vectors, Data Subscripts
Week 2 - Theoretical
The Multivariate Normal Probability Density Function, Bivariate Normal Distributions
Week 3 - Theoretical
Mean Vectors and Variance-Covariance, Correlation and Standardized data matrices
Week 4 - Theoretical
Three-Dimensional Data Plots, Plots of Higher Dimensional Data, Preparing Individual Assignments
Week 5 - Theoretical
Multivariate Normal Distribution Contour Plot
Week 6 - Theoretical
Eigenvalues and eigenvectors, Geometric Descriptions
Week 7 - Theoretical
Eigenvalues and eigenvectors, Geometric Descriptions
Week 8 - Intermediate Exam
Mid-term
Week 9 - Theoretical
Principal Components Analysis on the Variance-Covariance Matrix , Preparing Individual Assignments
Week 10 - Theoretical
Estimation of Principal Components, PCA on the Correlation Matrix P
Week 11 - Theoretical
Choosing the Appropriate Number of Factors, Rotating Factors
Week 12 - Theoretical
Classification and Discriminant for two Multivariate Normal Populations, Preparing Individual Assignments
Week 13 - Theoretical
Cost Functions and Prior Probabilities,
Week 14 - Theoretical
A General Discriminant Rule (Two Populations)
Week 15 - Practice
Application
Week 16 - Final Exam
Final
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Individual Work72228
Midterm Examination110111
Final Examination115116
TOTAL WORKLOAD (hours)125
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
OÇ-1
4
3
2
5
3
2
5
4
2
OÇ-2
2
3
3
4
3
4
5
2
4
OÇ-3
4
2
5
3
2
2
3
4
4
OÇ-4
3
5
3
2
4
2
5
3
3
OÇ-5
4
2
5
3
2
3
2
2
2
Adnan Menderes University - Information Package / Course Catalogue
2026