Matrix algebra useful for statistics /
This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical exampl...
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Main Authors: | |
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Group Author: | |
Published: |
John Wiley & Sons, Inc.,
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Publisher Address: | Hoboken, New Jersey : |
Publication Dates: | [2017] |
Literature type: | Book |
Language: | English |
Edition: | Second edition. |
Series: |
Wiley series in probability and statistics
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Subjects: | |
Summary: |
This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained. Featuring numerous applied illustrations, numerical examples, and exercises, the book has been updated to include the use of SAS, MATLAB, and R for the execution of matrix computations. |
Carrier Form: | xxxi, 480 pages : illustrations, charts ; 26 cm. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
1118935144 (hardback) : 9781118935149 (hardback) |
Index Number: | QA188 |
CLC: | O151.21 |
Call Number: | O151.21/S439/2nd ed. |
Contents: | Introduction -- Vector spaces, subspaces, and linear transformations -- Matrix notation and terminology -- Determinants -- Operations -- Special matrices -- Eigenvalues and eigenvectors -- Diagonalization of matrices -- Generalized inverses -- Matrix calculus -- Multivariate distributions and quadratic forms -- Matrix algebra of full-rank linear models -- Less-than-full-rank linear models -- Analysis of balanced linear models using direct products of matrices -- Multiresponse models -- SAS/IML -- Use of MATLAB in matrix computations -- Use of R in matrix computations. |