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Algebra of Statistics

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61 views

Algebra of Statistics

Uploaded by

lavanyaa748
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Guidelines for DSC6: Algebra of Statistics

(UGCF 2022)

Books to be followed:
1. Searle, S.R.: Matrix Algebra useful for Statistics, John Wiley & Sons, 1982.
2. Krishnamurthy, V., Mainra, V.P. and Arora, J.L. (2015). An Introduction to Linear
Algebra, East West Press Pvt. Ltd., New Delhi.
3. Biswas, S. (2012). A Textbook of Matrix Algebra, Third Edition, PHI Learning Pvt
Limited.
4. Singal, M.K. and Singal, Asha Rani: Algebra, R. Chand & Co., 2011.
5. Hadley, G.: Linear Algebra, Narosa Publishing House (Reprint), 2002.
6. Gupta, S. C.: An Introduction to Matrices (Reprint), Sultan Chand & Sons, 2008.

UNIT I

Algebra of matrices - A review related to triangular, symmetric and skew symmetric


matrices, singular and non-singular matrices and their properties.

Idempotent matrices, Hermitian and skew Hermitian matrices, orthogonal matrices, Trace of
a matrix, unitary, involutory and nilpotent matrices. Adjoint and inverse of a matrix and
related properties. Partitioning of matrices and simple properties.

Book 1: Page 260, 269 (Q11 ad Q13)

Book 5: Page 107-111

Book 6: Page 4, 27, 30-46, 111-131

UNIT II

Determinants of Matrices: A review related to properties and applications of determinants


for 3rd and higher orders.

Alternant determinant, Circulant determinant, Jacobi’s Theorem, product of determinants.


Use of determinants in solution to the system of linear equations, row reduction and echelon
forms, the matrix equations AX=B, solution sets of linear equations, Applications of linear
equations, inverse of a matrix.

Book 2: Page 187-194 (Only statement of Theorem 5.7.5, lemma 5.7.6-5.7.11 and
corollary 5.7.12)

Book 6: Page 80-104 (Only statement of Theorems 3.12- 3.14), 131-138, 195-218
(only statement of Theorems 6.1-6.5)

UNIT III

Vector spaces, Subspaces, sum of subspaces, Span of a set, Linear dependence and
independence, dimension and basis, Gram Schmidt Orthogonalization Process. Rank of a
matrix, row-rank, column-rank, standard theorems on ranks, rank of the sum and the
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product of two matrices.

Book 2: Page 63-65 (Do only definition 3.1.1 and Example 3.1), 69-70 (Do only
Definition 3.2.1, Example 3.7 and statement of theorem 3.2.2), 74-75 (Do only
definitions 3.3.1 and 3.3.2, Example 3.12, 86-88 (till example 3.25), 95-98 (Only
statement of Theorems 3.6.2, 3.6.7, 3.6.8 and corollaries 3.6.3, 3.6.4).

Book 5: Page 45 -47.

Book 6: Page 139-190 (only statements of Theorems 5.1-5.18 along with statements
of corollaries, if any), 193-194.

UNIT IV

Generalized inverse (concept, properties with illustrations). Characteristic roots and


characteristic vector, Properties of characteristic roots and characteristic vector, Cayley
Hamilton theorem and application, Spectral Decomposition. Quadratic forms, Derivatives of
linear functions and quadratic forms. Linear orthogonal transformation and their
diagonalization.

Book 1: Page 213-214 (article 2 before derivation), 217-219 (before article 5),
Theorem on page 221-222.
Book 3: Page 198 – 199 (article 7.2).
Book 6: Page 219-243 (exclude theorems 7.9 and 7.10; only statement of theorems
7.13 and 7.14), 245-283 (only statements of theorems 8.3, 8.5, 8.6, 8.7, 8.8, 8.9 8.10;
exclude article 8.4.1) Only Statements of Examples 8.6, 8.7,8.8.

GUIDELINES FOR THE CONSTITUTION / PATTERN OF QUESTION


PAPER

ALGEBRA FOR STATISTICS (DSC-6)

Theory paper will consist of two sections :

Section A based on units I and II (Equal weightage to be given to both units), having four
questions.

Section B, based on units III and IV (Equal weightage to be given to both units), having four
questions.

Students will have to attempt six questions in all, selecting three questions from each
section.

Each question will be of 15 marks.

Use of non- programmable scientific calculators to be allowed.

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