5.
GENERAL THEORY OF LINEAP ESTIMATION
1.
Introduction
& Preliminaries
The present chapter is a continuation of unbiased linear estimation that
was started in the previous chapter.
The majority of the material deals
with covariance structures not covered
Chapter 7
7. Multivariate Normal Distribution
-7 l. Univariate Normal Distribution
n.
We review here some basic facts about univariate normal distri~
butions. A univariate random variable Z is said to be distributed
according to a standard normal dist
(1.1,
I l Chapter!
Knowledge. assumedk
l3 Vader spaces (propuh'es and (learn H'Von)
2\ 'SuESpaczs 0-? a vector Space, h
3) basls {or a vector spaca (and properties)
L dmznsuén 0'90; subspau. '
S) Recu- (kneadean and Mnem- lndeende/ICL
.4.) Mod:er OmA bow}