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多元统计分析理论基础,矩阵和多元正态分布2,双语.ppt


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文档列表 文档介绍
Data Matrices and Manipulation
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Presentation Outline
1、Matrices and vectors
2、Random vector
3、Multivariate data matrix
4、Population mean vector, covariance and correlation matrices
5、Sample mean vector, covariance and correlation matrices
6、Euclidean, statistical and Mahalanobis distances
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1、 Matrices and vectors
A matrix of size n p is a rectangular array of numbers with n rows and p columns of the form( n 行 p列矩阵)
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If n = p , then this is a square matrix(方阵).
If a matrix has only one column, then this is called a column vector(列向量).
If there is only one row, then this is called a row vector.(行向量)
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Transpose of a Matrix(转置矩阵)
denoted by a prime,is found by interchanging the rows and the columns.(将矩阵的行和列交换)
The transpose of A, C and R above are:
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例:给定一个矩阵A,
矩阵A的转置矩阵是??
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其他特殊矩阵形式和定义:
A zero matrix has all elements equal to zero.(零矩阵)

A diagonal matrix is a square matrix that has elements of zero, except down the main diagonal.(对角矩阵)
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A symmetric matrix is a square matrix that is unchanged when it is transposed . A’=A.(对称矩阵—矩阵的转置和它本身相等)
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  • 时间2011-12-05