Matrix Analyis for Statistics (Wiley Series in Probability and Statistics) - Hardcover

Schott, James R.

Hardcover

ISBN 10: 0471154091 ISBN 13: 9780471154099

Publisher: Wiley-Interscience, 1996

Synopsis

A complete, self-contained introduction to matrix analysis theory and practice

Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. As such, they have become a vital part of any statistical education. Unfortunately, matrix methods are usually treated piecemeal in courses on everything from regression analysis to stochastic processes. Matrix Analysis for Statistics offers a unique view of matrix analysis theory and methods as a whole.

Professor James R. Schott provides in-depth, step-by-step coverage of the most common matrix methods now used in statistical applications, including eigenvalues and eigenvectors, the Moore-Penrose inverse, matrix differentiation, the distribution of quadratic forms, and more. The subject matter is presented in a theorem/proof format, and every effort has been made to ease the transition from one topic to another. Proofs are easy to follow, and the author carefully justifies every step. Accessible even for readers with a cursory background in statistics, the text uses examples that are familiar and easy to understand. Other key features that make this the ideal introduction to matrix analysis theory and practice include:

• Self-contained chapters for flexibility in topic choice.
• Extensive examples and chapter-end practice exercises.
• Optional sections for mathematically advanced readers.

About this title

From the Publisher:

Written in a theorem-proof format, this accessible text presents a mathematical development of the matrix theory and methods most commonly used in statistical applications. Self-contained chapters allow flexibility in topic choice and the author has made the proofs as easy to follow as possible, justifying every step except those which should be clearly obvious. Selective material such as eigenvalues and eigenvectors, the Moore-Penrose inverse, matrix differentiation, and the distribution of quadratic forms is thoroughly described. Extensive examples and exercises are incorporated at the end of each chapter.

About the Author:

JAMES R. SCHOTT, PhD, is a professor in the Department of Statistics at the University of Central Florida.

About this edition

• Publisher: Wiley-Interscience
• Publication date: 1996
• ISBN 10: 0471154091
• ISBN 13: 9780471154099
• Binding: Hardcover
• Edition number: 1
• Number of pages: 448