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Linear Algebra and Linear Models
ISBN-13:
9781447127390
Veröffentl:
2012
Seiten:
167
Autor:
Ravindra B. Bapat
Serie:
Universitext
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
Linear Algebra and Linear Models comprises a concise and rigorous introduction to linear algebra required for statistics followed by the basic aspects of the theory of linear estimation and hypothesis testing. The emphasis is on the approach using generalized inverses. Topics such as the multivariate normal distribution and distribution of quadratic forms are included.
Vector Spaces and Subspaces.- Rank, Inner Product and Nonsingularity.- Eigenvalues and Positive Definite Matrices.- Generalized Inverses.- Inequalities for Eigenvalues and Singular Values.- Rank Additivity and Matrix Partial Orders.- Linear Estimation.- Tests of Linear Hypotheses.- Linear Mixed Models.- Miscellaneous Topics.- Additional Exercises on Rank.
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