Details of MA5111 (Autumn 2014)
| Level: 5 | Type: Theory | Credits: 3.0 |
| Course Code | Course Name | Instructor(s) |
|---|---|---|
| MA5111 | Linear models | Satyaki Mazumder |
| Syllabus |
|---|
| 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 |
|---|
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 |