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5 Applications of Matrix Algebra

Matrix algebra is used extensively throughout multivariate statistics (see e.g., Graybill, 1969; Mardia et al., 1979; Maxwell, 1977; Searle, 1982). Here we do not propose to discuss statistical methods, but simply to show two examples of the utility of matrices in expressing general formulae applicable to any number of variables or subjects.


Jeff Lessem 2002-03-21