統計学に有効な行列代数学 Matrix Algebra Useful for Statistics (Wiley Series in Probability and Statistics)

Searle, Shayle R./ Searle, S. R.

Wiley-Interscience（2006/03発売）

• 製本 Paperback:紙装版/ペーパーバック版／ページ数 438 p.
• 言語 ENG
• 商品コード 9780470009611
• DDC分類 512.9434

Full Description

WILEY-INTERSCIENCE PAPERBACK SERIES

The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists.

"This book is intended to teach useful matrix algebra to 'students,teachers, consultants, researchers, and practitioners' in'statistics and other quantitative methods'.The author concentrateson practical matters, and writes in a friendly and informal style .. . this is a useful and enjoyable book to have at hand."
-Biometrics

This book is an easy-to-understand guide to matrix algebra and itsuses in statistical analysis. The material is presented in anexplanatory style rather than the formal theorem-proof format. Thisself-contained text includes numerous applied illustrations,numerical examples, and exercises.

Contents

1. Introduction. 2. Basic Operations.

3. Special Matrices.

4. Determinants.

5. Inverse Matrices.

6. Rank.

7. Canonical Forms.

8. Generalized Inverses.

9. Solving Linear Equations.

10. Partitioned Matrices.

11. Eigenvalues and Eigenvectors.

11A. Appendix to Chapter 11.

12. Miscellanea.

13. Applications in Statistics.

14. The Matrix Algebra of Regression Analysis.

15. An Introduction to Linear Statistical Models.

References.

Index.