Technische Universität Ilmenau

Multivariate Statistics - Modultafeln of TU Ilmenau

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module properties module number 200453 - common information
module number200453
departmentDepartment of Mathematics and Natural Sciences
ID of group2412 (Group for Probability Theory and Mathematical Statistics)
module leaderProf. Dr. Thomas Hotz
term Sommersemester
previous knowledge and experience

Maßtheorie & Stochastik oder Stochastik

learning outcome

Die Studierenden sind in der Lage, erhobene Daten im Rahmen eines geeigneten statistischen Modellszu analysieren und sind ebenso in der Lage z.B das Modell der linearen Regresseion, und die Qualität dieser Modellierung kritisch zu prüfen.


Kovarianzanalyse, lineare und nichtlineare Regression, gemischte Effekte, verallgemeinerte lineare Modelle, Klassifikation, funktionale Datenanalyse

media of instruction

Tafel, Skript, Aufgaben, Software

literature / references

Mardia, K. V., Kent, J. T. and Bibby, J. M. (1982). Multivariate analysis, Academic Press, London.

Rao, C. R., Toutenburg, H., Shalabh and Heumann, C. (2008). Linear Models and Generalizations - Least Squares and Alternatives, 3rd edn, Springer, Berlin.

Sengupta, D. and Jammalamadaka, S. R. (2003). Linear Models - An Integrated Approach, number 6 in Series on Multivariate Analysis, World Scientific Publishing Co. Pte. Ltd., Singapore.

Weisberg, S. (1980). Applied Linear Regression, John Wiley & Sons, New York.

evaluation of teaching
Details reference subject
module nameMultivariate Statistics
examination number2400805
credit points10
SWS6 (4 V, 2 Ü, 0 P)
on-campus program (h)67.5
self-study (h)232.5
examoral examination performance, 30 minutes
details of the certificate
Signup details for alternative examinations
maximum number of participants