Linear Models

1. Vector space and Orthogonality

1.1. Spectral Theorem

1.2. Projections

1.3. Orthogonal Decompositions

 

2. Random Vectors and their Distributions

2.1. Random Vectors and their Expectations/Variances

2.2. Independence of Random Vectors

2.3. Independence of Quadratic Forms

2.4. Estimation

 

3. Hypothesis Testing

3.1. Setup for General Linear Hypothesis

3.2. The \(F\)-test

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