Professor：Ahyee lee
Date：2022-09-09
views: 2961
• 00:00 1.
Review of Matrix Theory and Multivariate Statistics
• 00:57 2.
Basic Matrix Theory
• 01:39 3.
Vector (向量) and Matrix(矩陣)
• 03:19 4.
Important Matrices
• 08:45 5.
Matrix Operation (運算)
• 09:54 6.
Multiplication
• 13:59 7.
Determinant (行列式值)
• 19:25 8.
Inverse Matrix (反(逆)矩陣)
• 24:51 9.
Find the Inverse Matrix for a 3×3 Matrix
• 27:14 10.
Linearly Independent (線性獨立)
• 27:15 11.
Find the Inverse Matrix for a 3×3 Matrix
• 33:57 12.
Linearly Independent (線性獨立)
• 38:30 13.
Rank (秩)
• 42:46 14.
Positive (Negative) Definite Matrix (正定義)
• 48:49 15.
Some Useful Formula
• 51:23 16.
Latent (Characteristic) Root
• 57:55 17.
An Example of Eigen Value (1)
• 1:00:36 18.
An Example of Eigen Value (2)
• 1:03:57 19.
An Example of Eigen Value (3)
• 1:05:30 20.
Properties of Eigen Value
• 1:09:11 21.
Derivative of matrix
• 1:12:53 22.
Derivative of Matrix
• 1:13:01 23.
Derivative of matrix
• 1:13:07 24.
Derivative of Matrix
• 1:18:02 25.
Multivariate Statistics
• 1:18:06 26.
Multivariate Statistics
• 1:18:17 27.
Expected Value and Variance of a Random Vector
• 1:21:27 28.
2 Random Variable Case
• 1:25:35 29.
Multivariate Normal Distribution
• 1:29:15 30.
Proof of Y=𝐶𝑋+𝐵, Y~N(C𝜇+B, CΣC′),
• 1:31:01 31.
Standard Normal Distribution
• 1:31:03 32.
Proof of Y=𝐶𝑋+𝐵, Y~N(C𝜇+B, CΣC′),
• 1:34:05 33.
Standard Normal Distribution
• 1:37:38 34.
Function of Normal Distribution RV
• 1:40:02 35.
An Example of Testing the Mean
• 1:42:13 36.
An Example of Testing the Mean
• 1:46:55 37.
What If 𝜎 2 Is Unknown
• 1:49:47 38.
What If We Need to Test Two Hypotheses Jointly?
• 1:54:04 39.
Chi-Square Distribution from Normal Distribution
• 1:54:56 40.
What If We Need to Test Two Hypotheses Jointly?
• 1:55:00 41.
Chi-Square Distribution from Normal Distribution
• 1:55:26 42.
What If We Need to Test Two Hypotheses Jointly?
• 1:55:44 43.
Chi-Square Distribution from Normal Distribution
• Index
• Notes
• Comment
• Fullscreen
acct-1-2-review of matrix theory and mutivariate statistics
Duration: 1:58:21, Browse: 2961, Last Updated: 2022-09-09
• 00:00 1.
Review of Matrix Theory and Multivariate Statistics
• 00:57 2.
Basic Matrix Theory
• 01:39 3.
Vector (向量) and Matrix(矩陣)
• 03:19 4.
Important Matrices
• 08:45 5.
Matrix Operation (運算)
• 09:54 6.
Multiplication
• 13:59 7.
Determinant (行列式值)
• 19:25 8.
Inverse Matrix (反(逆)矩陣)
• 24:51 9.
Find the Inverse Matrix for a 3×3 Matrix
• 27:14 10.
Linearly Independent (線性獨立)
• 27:15 11.
Find the Inverse Matrix for a 3×3 Matrix
• 33:57 12.
Linearly Independent (線性獨立)
• 38:30 13.
Rank (秩)
• 42:46 14.
Positive (Negative) Definite Matrix (正定義)
• 48:49 15.
Some Useful Formula
• 51:23 16.
Latent (Characteristic) Root
• 57:55 17.
An Example of Eigen Value (1)
• 1:00:36 18.
An Example of Eigen Value (2)
• 1:03:57 19.
An Example of Eigen Value (3)
• 1:05:30 20.
Properties of Eigen Value
• 1:09:11 21.
Derivative of matrix
• 1:12:53 22.
Derivative of Matrix
• 1:13:01 23.
Derivative of matrix
• 1:13:07 24.
Derivative of Matrix
• 1:18:02 25.
Multivariate Statistics
• 1:18:06 26.
Multivariate Statistics
• 1:18:17 27.
Expected Value and Variance of a Random Vector
• 1:21:27 28.
2 Random Variable Case
• 1:25:35 29.
Multivariate Normal Distribution
• 1:29:15 30.
Proof of Y=𝐶𝑋+𝐵, Y~N(C𝜇+B, CΣC′),
• 1:31:01 31.
Standard Normal Distribution
• 1:31:03 32.
Proof of Y=𝐶𝑋+𝐵, Y~N(C𝜇+B, CΣC′),
• 1:34:05 33.
Standard Normal Distribution
• 1:37:38 34.
Function of Normal Distribution RV
• 1:40:02 35.
An Example of Testing the Mean
• 1:42:13 36.
An Example of Testing the Mean
• 1:46:55 37.
What If 𝜎 2 Is Unknown
• 1:49:47 38.
What If We Need to Test Two Hypotheses Jointly?
• 1:54:04 39.
Chi-Square Distribution from Normal Distribution
• 1:54:56 40.
What If We Need to Test Two Hypotheses Jointly?
• 1:55:00 41.
Chi-Square Distribution from Normal Distribution
• 1:55:26 42.
What If We Need to Test Two Hypotheses Jointly?
• 1:55:44 43.
Chi-Square Distribution from Normal Distribution
Location
Folder name
計量經濟學
Author
李阿乙
Branch
powercam.fju.edu.tw (root)
Created
2022-09-09 12:06:42
Last Updated
2022-09-09 13:17:31
Browse
2,961
Duration
1:58:21