Part 1: Multivariate random variables and the multivariate normal distribution

(version copied from Bb table on February 25, 2017)

Two padlets under construction: please contribute

WeekDatesTopic (L=lecture, S=supervision)HandoutsChapters/ResourcesExercises/Rcode
2 10.01 L1: Random vectors, f(x) and F(x)  L1.pdf and L1classnotes.pdf H4.1  
2 13.01 L2: Moments (E and Cov)  L2.pdf and L2classnotes.pdf H4.2  
3 17.01 L3: Covariance, spectral decomposistion, principal component analysis  L3.pdf and L3classnotes.pdf and Quiz H2.2, H2.3, H3.3, H11.1-11-3  
3 19.01 S1: Introduction to R and R studio with pizza, supervision of Rec Ex1  Rintro2017.pdf  
3 20.01 L4: Properties of the multivariate normal distibution, multivariate mgf  L4.pdf and L4classnotes.pdf H4.2, H4.3, H4.4, and Pencast M_Z(t) standard normal and Probability Cheatsheet  
4 24.01 L5: Properties of the multivariate normal distribution  L5.pdf and L5classnotes.pdf H4.4, H5.1, H2.6  L5.R
4 26.01 S2: Supervision (and also first meeting of reference group): 734, 7. etg. sentralbygg 2, 14.15-17.00    
4 27.01 L6: Idempotent matrices, Quadratic forms, Chi-squared and F-distribution  L6.pdf, ProofMeanS.pdf, ProofTraceFormula.pdfL6classnotes.pdf and Quiz H3.3, H4.4, H5.1,FAppB, H2.1 (idempotent)  
5 31.01 S3: Supervision in EL6: 12.15-14.00     CompulsoryPart1.pdf
5 02.02 S4: Supervision in 1329, 13. etg. sentralbygg 2: 15.15-17.00      
5 03.02 S5: Supervision in 1329, 13. etg. sentralbygg 2: 14.15-16:00      

Here:

and merged together to Part 1: Multivariate random variables and the multivariate normal distribution