This book provides a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing, covering the necessary prerequisites in matrices, multivariate normal distribution and distributions of quadratic forms along the way. It will appeal to advanced undergraduate and first-year graduate students, research mathematicians and statisticians.
Preliminary Text. Do not use. The main purpose of "Linear Algebra and Linear Models" is to provide a rigorous introduction to the basic aspects of the theory of linear estimation and hypothesis testing. The book is aimed at advanced undergraduate and first year graduate masters students taking courses in linear algebra, linear models, multivariate analysis, and design of experiments. It should also be of use to research mathematicians and statisticians as a source of standard results and problems.