3. Random Vectors and Matrices

  1. Alvin C. Rencher and
  2. G. Bruce Schaalje

Published Online: 30 APR 2007

DOI: 10.1002/9780470192610.ch3

Linear Models in Statistics, Second Edition

Linear Models in Statistics, Second Edition

How to Cite

Rencher, A. C. and Schaalje, G. B. (2007) Random Vectors and Matrices, in Linear Models in Statistics, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470192610.ch3

Author Information

  1. Department of Statistics, Brigham Young University, Provo, Utah, USA

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471754985

Online ISBN: 9780470192610

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Keywords:

  • univariate and bivariate random variables;
  • standardized distance;
  • random vector and random matrix

Summary

This chapter contains sections titled:

  • Introduction

  • Means, Variances, Covariances, and Correlations

  • Mean Vectors and Covariance Matrices for Random Vectors

  • Correlation Matrices

  • Mean Vectors and Covariance Matrices for Partitioned Random Vectors

  • Linear Functions of Random Vectors

  • Problems