Determinants

David A. Harville ()
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David A. Harville: IBM T.J. Watson Research Center, Mathematical Sciences Department

Chapter 13 in Matrix Algebra From a Statistician’s Perspective, 1997, pp 179-208 from Springer

Abstract: Abstract Determinants are encountered with considerable frequency in the statistics literature (and in the literature of various other disciplines that involve the notion of randomness). A determinant appears in the “normalizing constant” of the probability density function of the all-important multivariate normal distribution (e.g., Searle 1971, sec. 2.4f). And the definition of the generalized variance (or generalized dispersion) of a random vector involves a determinant—in the design of experiments, D-optimal designs are obtained by minimizing a generalized variance (e.g., Fedorov 1972).

Keywords: Positive Integer; Scalar Multiple; Triangular Matrix; Nonsingular Matrix; Vandermonde Matrix (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/0-387-22677-X_13

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