Modern Multivariate Statistical Techniques

CHAPTER 3 Page 46, line –15: (K × J)-matrix. Page 47, Equation (3.5): −EF should be −EF . Page 49, line –6: R should be <. Page 53, line –7: “see Exercise 3.4” is not relevant here. Page 53, Equation (3.43): Last term on rhs should be ∂yJ ∂xK . Page 60, Equation (3.98): σ should be σ. Page 61, line 8: (3.106) should be (3.105). Pages 61, 62, Equations (3.109), (3.110), and (3.111): The identity matrices have different dimensions — In the top row of each matrix, the identity matrix has dimension r and in the bottom row it has dimension s. Page 62, line 1: “r-vector” should be “(r + s)-vector.” Page 62, Equation (3.111): ΣXY should be ΣY X . Page 64, Equation (3.127): |Σ| should be |Σ|. Page 62, Equation (3.133): I(2.2) should be I(2,2). Page 65, line 8 (2nd line of property 2): Wr should be Wp. Page 65, property 4: Restate as follows. Let X = (X1, · · · ,Xn) , where Xi ∼ Nr(0,Σ), i = 1, 2, . . . , n, are independently and identically distributed (iid). Let A be a symmetric (n×n)-matrix with ν = rank(A), and let a be a fixed r-vector. Let y = Xa. Then, X AX ∼ Wr(ν,Σ) iff yAy ∼ σ aχ 2 ν , where σ 2 a = a Σa. Page 66, Equation (3.143): last term on rhs, +n should be −n2 . Page 67, line 3: Should read tr(TT ) = ∑r i=1 t 2 ii + ∑ i>j t 2 ij . Page 67, line –6: Should read “idempotent with rank n − 1.” Page 67, line –3: bX should be X b. Page 67, Equation (3.148): n should be n − 1.