TMA4267 - Linear Statistical Models

Course content

Linear regression. Multiple linear regression. 2-level factorial design. Analysis of variance. Multivariate normal distribution. Principal component analysis. Contingency tables. Expected value and variance to functions of random variables.

Learning outcome

The course is constructed for students at industrial mathematics, and for others who want a more extensive statistical background than that provided by the first Statistics class. The students learn basic statistical models and methods that are very common in industry and technology.

Learning methods and activities

Classes, practical exercises using appropriate software, and a compulsory project. The final grade is a weighted sum based on both the written final exam (80%) and on a grade in the project (20%). Retake of examination may be given as an oral examination. The lectures will be given in English if they are attended by students from the Master's Programme in Mathematics for International Students.

Compulsory assignments

  • Exercises

Recommended previous knowledge

The course is based on TMA4240/4245 Statistics, or equivalent.

Required previous knowledge

Course materials

Will be announced at the start of the course.

Credit reductions

Course code Reduction From To
SIF5038 2.5 2008.01.09
SIF5068 5.0 2008.01.09
ST2202 5.0 2008.01.09
TMA4255 5.0 2008.01.09
TMA4260 5.0 2008.01.09
TMA4270 2.5 2008.01.09

More on the course

No

Facts

Version: 1
Credits: 7.5
Study level: Third-year courses, level III
Grade: Letters

Coursework

Term no.: 1
Teaching semester: SPRING 2012
Start: SPRING 2012
No.of lecture hours: 4
Lab hours: 2
No.of specialization hours: 6

Language of instruction: English, Norwegian

Examination plan

SPRING 2012
Examination arrangement: Portfolio assessment

Part: 1
Written examination , counts for 80/100
Examination aids: C
Examination date: 2012.22.05

Part: 2
Work , counts for 20/100
Examination date: 

Course coordinator

  • John Sølve Tyssedal

Lecturer(s)

-

Department with academic responsibility

Department of Mathematical Sciences

Subject area(s)

  • Statistics
  • Technological subjects

Contact information

Department of Mathematical Sciences
Sentralbygg 2, 7. etasje, Alfred Getz' vei 1
NTNU Gløshaugen

Phone: 73 59 35 20