講者:Ahyee lee
日期:2022-09-09
觀看: 3329
  • 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
  • 索引
  • 筆記
  • 討論
  • 全螢幕
acct-1-2-review of matrix theory and mutivariate statistics
長度: 1:58:21, 瀏覽: 3330, 最近修訂: 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
    位置
    資料夾名稱
    計量經濟學
    發表人
    李阿乙
    單位
    powercam.fju.edu.tw (root)
    建立
    2022-09-09 12:06:42
    最近修訂
    2022-09-09 13:17:31
    長度
    1:58:21