Details of MA5111 (Autumn 2014)
Level: 5 | Type: Theory | Credits: 3.0 |
Course Code | Course Name | Instructor(s) |
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MA5111 | Linear models | Satyaki Mazumder |
Syllabus |
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Linear Estimation; generalized inverses, linear model, estimability, Gauss-Markov
theorem, weighing design, residual sum of squares, estimation subject to restrictions. Tests of Linear Hypotheses; Schur complements, multivariate normal distribution, quadratic forms and Cochran's theorem, one-way and two-way classifications, general linear hypothesis, extrema of quadratic forms, multiple correlation and regression models. Singular Values and Their Applications; singular value decomposition, extremal representations, majorization, principal components, canonical correlations. Block Designs and Optimality; reduced normal equations, the $C$- matrix, E-, A- and D-optimality. |
References |
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Course Credit Options
Sl. No. | Programme | Semester No | Course Choice |
---|---|---|---|
1 | IP | 1 | Not Allowed |
2 | IP | 3 | Not Allowed |
3 | MR | 1 | Not Allowed |
4 | MR | 3 | Not Allowed |
5 | MS | 9 | Elective |
6 | RS | 1 | Not Allowed |
7 | RS | 2 | Not Allowed |