Stat 664 Theory of Linear Models I

Multivariate normal distribution; moments and characteristic functions; noncentral Chi-square and noncentral F distributions; distribution of quadratic forms; estimation and distribution of estimators; principles of maximum likelihood and least squares; confidence regions and tests of hypotheses; regression models; Wishart distribution; Hotelling's T2 statistic. This is the first course in a sequence of three: Stat 664, Stat 665, and Stat 666 which must be taken in sequence.