Ebook278 pages7 hours
Multivariate Statistical Inference
Rating: 5 out of 5 stars
5/5
()
About this ebook
Multivariate Statistical Inference is a 10-chapter text that covers the theoretical and applied aspects of multivariate analysis, specifically the multivariate normal distribution using the invariance approach. Chapter I contains some special results regarding characteristic roots and vectors, and partitioned submatrices of real and complex matrices, as well as some special theorems on real and complex matrices useful in multivariate analysis. Chapter II deals with the theory of groups and related results that are useful for the development of invariant statistical test procedures, including the Jacobians of some specific transformations that are useful for deriving multivariate sampling distributions. Chapter III is devoted to basic notions of multivariate distributions and the principle of invariance in statistical testing of hypotheses. Chapters IV and V deal with the study of the real multivariate normal distribution through the probability density function and through a simple characterization and the maximum likelihood estimators of the parameters of the multivariate normal distribution and their optimum properties. Chapter VI tackles a systematic derivation of basic multivariate sampling distributions for the real case, while Chapter VII explores the tests and confidence regions of mean vectors of multivariate normal populations with known and unknown covariance matrices and their optimum properties. Chapter VIII is devoted to a systematic derivation of tests concerning covariance matrices and mean vectors of multivariate normal populations and to the study of their optimum properties. Chapters IX and X look into a treatment of discriminant analysis and the different covariance models and their analysis for the multivariate normal distribution. These chapters also deal with the principal components, factor models, canonical correlations, and time series. This book will prove useful to statisticians, mathematicians, and advance mathematics students.
Related to Multivariate Statistical Inference
Related ebooks
An Introduction to Time Series Analysis and Forecasting: With Applications of SAS® and SPSS® Rating: 5 out of 5 stars5/5A Graduate Course in Probability Rating: 5 out of 5 stars5/5An Introduction to Stochastic Modeling Rating: 0 out of 5 stars0 ratingsStochastic Calculus and Stochastic Models Rating: 0 out of 5 stars0 ratingsProbability and Mathematical Statistics: An Introduction Rating: 3 out of 5 stars3/5Mathematical Tools for Applied Multivariate Analysis Rating: 5 out of 5 stars5/5Advanced Calculus of Several Variables Rating: 4 out of 5 stars4/5Mathematical Programming: Theory and Methods Rating: 5 out of 5 stars5/5Dynamic System Identification: Experiment Design and Data Analysis Rating: 0 out of 5 stars0 ratingsA Second Course in Stochastic Processes Rating: 3 out of 5 stars3/5The Spectral Analysis of Time Series Rating: 0 out of 5 stars0 ratingsFundamentals of Statistics Rating: 5 out of 5 stars5/5Handbook of Mathematical Formulas and Integrals Rating: 4 out of 5 stars4/5Data Analysis for Scientists and Engineers Rating: 0 out of 5 stars0 ratingsProbability, Statistics, and Queueing Theory: With Computer Science Applications Rating: 5 out of 5 stars5/5Mathematical Statistics: A Decision Theoretic Approach Rating: 5 out of 5 stars5/5Theory of Games and Statistical Decisions Rating: 4 out of 5 stars4/5Stochastic Processes Rating: 4 out of 5 stars4/5An Introduction to Probability and Mathematical Statistics Rating: 0 out of 5 stars0 ratingsAn Introduction to Probability and Stochastic Processes Rating: 5 out of 5 stars5/5Information Theory and Statistics Rating: 0 out of 5 stars0 ratingsA First Course in Stochastic Processes Rating: 3 out of 5 stars3/5Probability, Statistics, and Queueing Theory Rating: 5 out of 5 stars5/5Probability Theory and Mathematical Statistics for Engineers Rating: 5 out of 5 stars5/5Introduction to Stochastic Dynamic Programming Rating: 0 out of 5 stars0 ratingsProbability and Random Variables Rating: 5 out of 5 stars5/5Simulation Rating: 3 out of 5 stars3/5Graph Theory Rating: 5 out of 5 stars5/5Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics Rating: 0 out of 5 stars0 ratingsElementary Decision Theory Rating: 4 out of 5 stars4/5
Mathematics For You
Algebra - The Very Basics Rating: 5 out of 5 stars5/5Is God a Mathematician? Rating: 4 out of 5 stars4/5My Best Mathematical and Logic Puzzles Rating: 5 out of 5 stars5/5Quantum Physics for Beginners Rating: 4 out of 5 stars4/5The End of Average: How We Succeed in a World That Values Sameness Rating: 4 out of 5 stars4/5The Everything Everyday Math Book: From Tipping to Taxes, All the Real-World, Everyday Math Skills You Need Rating: 5 out of 5 stars5/5The Thirteen Books of the Elements, Vol. 1 Rating: 0 out of 5 stars0 ratingsStandard Deviations: Flawed Assumptions, Tortured Data, and Other Ways to Lie with Statistics Rating: 4 out of 5 stars4/5Basic Math & Pre-Algebra For Dummies Rating: 4 out of 5 stars4/5Real Estate by the Numbers: A Complete Reference Guide to Deal Analysis Rating: 0 out of 5 stars0 ratingsCalculus Made Easy Rating: 4 out of 5 stars4/5Relativity: The special and the general theory Rating: 5 out of 5 stars5/5The Little Book of Mathematical Principles, Theories & Things Rating: 3 out of 5 stars3/5Algebra I Workbook For Dummies Rating: 3 out of 5 stars3/5ACT Math & Science Prep: Includes 500+ Practice Questions Rating: 3 out of 5 stars3/5The Golden Ratio: The Divine Beauty of Mathematics Rating: 5 out of 5 stars5/5The Everything Guide to Algebra: A Step-by-Step Guide to the Basics of Algebra - in Plain English! Rating: 4 out of 5 stars4/5Game Theory: A Simple Introduction Rating: 4 out of 5 stars4/5Flatland Rating: 4 out of 5 stars4/5The Math Book: From Pythagoras to the 57th Dimension, 250 Milestones in the History of Mathematics Rating: 3 out of 5 stars3/5See Ya Later Calculator: Simple Math Tricks You Can Do in Your Head Rating: 4 out of 5 stars4/5Algebra I For Dummies Rating: 4 out of 5 stars4/5Mental Math Secrets - How To Be a Human Calculator Rating: 5 out of 5 stars5/5Precalculus: A Self-Teaching Guide Rating: 5 out of 5 stars5/5Summary of The Black Swan: by Nassim Nicholas Taleb | Includes Analysis Rating: 5 out of 5 stars5/5
Reviews for Multivariate Statistical Inference
Rating: 5 out of 5 stars
5/5
1 rating0 reviews
Book preview
Multivariate Statistical Inference - Narayan C. Giri
Enjoying the preview?
Page 1 of 1