Unit 1:
Euclidean vector space- 2 space, 3 space, n space, dot product, Norm, orthogonality, Solution of system of linear equations- Row reduction method, Four fundamental spaces of a matrix, independent vectors, Gram Schmidt Process.
Unit 2
Eigenvalues, Eigenvectors, Cayley Hamilton theorem, Orthogonal matrices, Singular value Decomposition- Singular values, singular vectors, Relationship between singular value decomposition and eigen value decomposition, Principal component analysis, Interpretation of PCA results.
Unit 3
Sampling theory: Population and sample, random sample, population parameters, Sample statistics, sampling distribution of means, sampling distribution of proportion, sample variance. Estimation: unbiased, maximum likelihood, Bayesian. Test of hypothesis and significance: Type I and type II error, Power of test, P-values, Analysis of variance.