News
Let $\{X_{ij}\}$, i, j =..., be a double array of i.i.d. complex random variables with EX₁₁ = 0, E|X₁₁|² = 1 and E|X₁₁|⁴ < ∞, and let $A_{n}=\frac{1 ...
The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix σ2 I are presented ...
The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...
Julie Young is an experienced financial writer and editor. She specializes in financial analysis in capital planning and investment management. Suzanne is a content marketer, writer, and fact-checker.
This example shows a regression module that calculates statistics not calculated by the two previous examples: /* Regression Routine */ /* Given X, and Y, this fits Y = X B + E */ /* by least squares.
This course is available on the BSc in Business Mathematics and Statistics and BSc in Mathematics, Statistics and Business. This course is not available as an outside option. This course is available ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results