多元统计分析理论基础,矩阵和多元正态分布,双语.ppt

zf zf Data Matrices and Manipulation 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 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） 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） 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: 例：给定一个矩阵A， 矩阵A的转置矩阵是？？ 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） A symmetric matrix is a square matrix that is unchanged when it is transposed I.e. A’=A.（对称矩阵—矩阵的转置和它本身相等） An identity matrix (I) is a diagonal matrix with all diagonal terms being unity.（单位矩阵） An inverse matrix （逆矩阵） To a square matrix A, if a square matrix B exists and AB=BA=I. Then B is the inverse matrix of A(or A is the inverse matrix of B) The trace of a matrix is the sum of the diagonal terms （矩阵的迹）. This is only defined for square matrices. 例：给定一个矩阵A， 求矩阵A的迹？ tr(A)= =a+b 矩阵运算 （1）Matrix Addition and Subtraction（矩阵加法和减法） 例： 续例1： 欲求每人、每科两次考试的总分数， 即把两个矩阵的对应元素相加。 Matrices with different dimensions cannot be added or subtracted.（只有当两个矩阵同行数、同列数时，才能相加减。）  （2）Matrix Multiplication（矩阵乘法） Scalar Multiplication（数乘运算）： 续例1：求每人每科两次考试的平均成绩 Matrix Multiplication（矩阵乘法）: To multiply two matrices, the column dimension of the matrix on the left must equal the row dimension of the matrix