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Theory of the Linear Models discussed in 440/540 and 445/545. Linear spaces, matrices, projections, multivariate normal distribution and theory of quadratic forms. Non-full rank models and estimability. Gauss-Markov theorem. Distribution theory for normality assumptions. Hypothesis testing and confidence regions.
Prerequisite: 553, 545, linear algebra.
{Alternate Falls}
Statistical Inference with Applications - STAT 553 / 453
Analysis of Variance and Experimental Design - STAT 545 / 445
MSC11 6325
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