Group Theory

Download E-books Statistical Applications of Jordan Algebras (Lecture Notes in Statistics) PDF

By James D. Malley

This monograph brings jointly my paintings in mathematical records as i've got seen it in the course of the lens of Jordan algebras. 3 technical domain names are to be obvious: functions to random quadratic kinds (sums of squares), the research of algebraic simplifications of maxi­ mum chance estimation of patterned covariance matrices, and a extra vast­ open mathematical exploration of the algebraic enviornment from which i've got drawn the consequences utilized in the statistical difficulties simply pointed out. Chapters 1, 2, and four current the statistical results i've got built utilizing the algebraic effects that seem, for the main half, in bankruptcy three. As a much less daunting, but fairly effective, aspect of access into this fabric, one heading off many of the summary algebraic matters, the reader could use the 1st half bankruptcy four. right here I current a streamlined, yet nonetheless absolutely rigorous, definition of a Jordan algebra (as it's utilized in that bankruptcy) and its crucial homes. those proof are then instantly utilized to simplifying the M:-step of the EM set of rules for multivariate basic covariance matrix estimation, within the presence of linear constraints, and information lacking thoroughly at random. the consequences awarded basically get to the bottom of a pragmatic statistical quest all started through Rubin and Szatrowski [1982], and persisted, occasionally implicitly, by way of many others. After this, you may then go back to Chapters 1 and a couple of to determine how i've got tried to generalize the paintings of Cochran, Rao, Mitra, and others, on vital and necessary homes of sums of squares.

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