Linear Algebra and Linear Models

R. B. Bapat9780387988719, 0387988718

The main purpose of “Linear Algebra and Linear Models” is 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 master’s 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.