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Applied Matrix Algebra in the Statistical Sciences (Dover Books on Mathematics)

Applied Matrix Algebra in the Statistical Sciences (Dover Books on Mathematics) cover

Applied Matrix Algebra in the Statistical Sciences (Dover Books on Mathematics)

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This comprehensive text covers both applied and theoretical branches of matrix algebra in the statistical sciences. It also provides a bridge between linear algebra and statistical models. Appropriate for advanced undergraduate and graduate students, the self-contained treatment also constitutes a handy reference for researchers. The only mathematical background necessary is a sound knowledge of high school mathematics and a first course in statistics.
Consisting of two interrelated parts, this volume begins with the basic structure of vectors and vector spaces. The latter part emphasizes the diverse properties of matrices and their associated linear transformations--and how these, in turn, depend upon results derived from linear vector spaces. An overview of introductory concepts leads to more advanced topics such as latent roots and vectors, generalized inverses, and nonnegative matrices. Each chapter concludes with a section on real-world statistical applications, plus exercises that offer concrete examples of the applications of matrix algebra.

ISBN: 9780486445380

ISBN-10: 9780486445380

Publisher: Dover Publications

Publication Date: 12/27/2005 - 12:00am

On Sale: 12/27/2005 - 12:00am

Pages: 389

Language: English

Categories

Probability & Statistics - General