Linear Algebra and Linear Models

Framsida
Springer Science & Business Media, 2000 - 138 sidor
The main purpose of Linear Algebra and Linear Modelsis to provide a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing. The necessary prerequisites in matrices, multivariate normal distribution and distributions of quadratic forms are developed along the way. The book is aimed at advanced undergraduate and first-year graduate masters students taking courses in linear algebra, linear models, multivariate analysis, and design of experiments. It should also be of use to research mathematicians and statisticians as a source of standard results and problems.
 

Innehåll

Vector Spaces and Matrices
1
Linear Estimation
29
Tests of Linear Hypotheses
51
Singular Values and Their Applications
79
Block Designs and Optimality
99
Rank Additivity 113
112
Notes
129
Index
136
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