Linear Algebra and Matrix Analysis for Statistics

Download or read book Linear Algebra and Matrix Analysis for Statistics written by Sudipto Banerjee and published by CRC Press. This book was released on 2014-06-06 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assuming no prior knowledge of linear algebra, this self-contained text offers a gradual exposition to linear algebra without sacrificing the rigor of the subject. It presents both the vector space approach and the canonical forms in matrix theory. The book covers important topics in linear algebra that are useful for statisticians, including the concept of rank, the fundamental theorem of linear algebra, projectors, and quadratic forms. It also provides an extensive collection of exercises on theoretical concepts and numerical computations.