STA4801 - Matrix Methods in Statistics

Purpose: About this module: Matrices play an important role in the design of experiments, statistical estimation, statistical inference, probability theory and stochastic processes. This module concentrates on matrix topics that are particularly relevant to statistics. A study guide is included in the study material. Abbreviated contents: The study material includes topics such as orthogonal matrices, idempotent matrices, partitioned matrices, generalised inverses, systems of linear equations, characteristic roots and vectors, the singular value decomposition and the differentiation of functions of matrices.