Université Côte d'azur

ECUE Data analyses

Code de l'ECUE : IMEDATA

Ce cours appartient à UE Quantitative technique (6 ECTS) qui contient 2 ECUE
EUR ELMI
Sciences de gestion et du management
Campus Saint Jean d'Angély
Master 1
Semestre impair
Anglais

PRESENTATION

The course is articulated into two parts :

The first part of the course introduces students to the fundamentals of probability theory and random variables.

The second part of the course introduces students to the most commonly utilized reduction methods used for data analysis.

Responsable(s) du cours

Présentiel

  • 20h de cours magistral
  • 10h de travaux dirigés

PREREQUIS

Avant le début du cours, je dois ...
  • Undergraduate notions of calculus, probability and statistics are required, as well as basic knowledge of R and Stata.

OBJECTIFS

A la fin de ce cours, je devrais être capable de...
  • To derive the moments of random variables.
  • To derive the joint, conditional and marginal probability density functions.
  • To state the definition and recall the properties of multivariate normal distributions.
  • To perform reduction techniques for data dealing with continuous, categorical and mixed variables.

CONTENU

  • Math refresher

    Section 1: Fundamentals of probability theory (McColl,Ch.1)

    Section 2 : Random variables (McColl,Ch.2)

    Section 3 : Probability distributions

    Section 4 : Bivariate random variables (McColl,Ch.4)

    Section 5 : Random vectors (McColl,Ch.5)

     

  • Basic reduction methods for continuous, categorical and mixed data :

    • Principal component analysis (PCA)
    • Exploratory factor analysis (EFA)
    • Multiple correspondence analysis (MCA)

    Advanced reduction methods :

    • Linear discriminant analysis (LDA)
    • PCAIV
    • Multiple factor analysis (MFA)

     

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Important
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