Matrix analysis for statistics / James R. Schott.

Format:

Book

Author/Creator:

Schott, James R., 1955- author.

Series:

Wiley series in probability and statistics.

Wiley Series in Probability and Statistics

Language:

English

Subjects (All):

Matrices.

Mathematical statistics.

Physical Description:

1 online resource (666 pages).

Edition:

3rd ed.

Place of Publication:

Hoboken, New Jersey : Wiley, 2017.

Summary:

This book, 'Matrix Analysis for Statistics' by James R. Schott, serves as a comprehensive guide for graduate students in statistics, focusing on the essential role of matrix methods in statistical analysis. The text systematically covers topics such as matrix algebra, vector spaces, eigenvalues, matrix norms, and systems of linear equations. It emphasizes the application of these mathematical concepts in statistical contexts like regression analysis and multivariate analysis. The book is structured to support a full course on matrix methods, making it suitable for advanced undergraduates and as a reference for applied and research statisticians. It aims to provide a cohesive understanding of matrix methods necessary for modern statistical analysis. Generated by AI.

Contents:

COVER

TITLE PAGE

COPYRIGHT

DEDICATION

TABLE OF CONTENTS

PREFACE

Preface to the Second Edition

Preface to the Third Edition

ABOUT THE COMPANION WEBSITE

CHAPTER 1: A REVIEW OF ELEMENTARY MATRIX ALGEBRA

1.1 Introduction

1.2 Definitions and Notation

1.3 Matrix Addition and Multiplication

1.4 The Transpose

1.5 The Trace

1.6 The Determinant

1.7 The Inverse

1.8 Partitioned Matrices

1.9 The Rank of a Matrix

1.10 Orthogonal Matrices

1.11 Quadratic Forms

1.12 Complex Matrices

1.13 Random Vectors and Some Related Statistical Concepts

Problems

CHAPTER 2: VECTOR SPACES

2.1 Introduction

2.2 Definitions

2.3 Linear Independence and Dependence

2.4 Matrix Rank and Linear Independence

2.5 Bases and Dimension Generated by AI.

Notes:

Includes bibliographical references and index.

Description based on print version record.

Part of the metadata in this record was created by AI, based on the text of the resource.

ISBN:

1-119-09246-9

1-119-09247-7

OCLC:

951103522