SST 304 • MULTIVARIATE STATISTICAL METHODS 1

Objectives Define a random vector and a mean vector and distinguish between the two. Define and evaluate a variance-covariance matrix of a random vector Evaluate the mean and variance of a linear function of a random vector Define and evaluate the expectation of a quadratic form Random vector mean vector and variance-covariance

Objectives Obtain the components of the mean vector from the quadratic form in the

Objectives Write down the probability function (pdf) of random vector arising from a

Objectives State and prove the Markov Inequality State, prove and apply the Chebychev Inequality Define and apply various forms of stochastic convergence State and prove the Weal Law of Large Numbers(WLLN) Markov and Chebychev inequalities