What will capital letters denote?
What about general measurable spaces? What are the two common measurable spaces we will use?
What will lowercase letters denote?
What notation will we use to surround vectors?
What about the inner product of vectors?
What about the Euclidean norm?
For a random sample of a random variable X, how will we denote an i.i.d. random sample?
How will we denote a multivariate function?
What will we use to denote estimators?
How will we denote a matrix? The identity matrix? and specifically a design matrix?
How will we denote the transpose of a matrix X ∈ Rn x p ? What will its dimension be?
What dimension and matrix type will XTX look like? What about XXT?
How do we denote the inverse of a matrix?
What will be the results of the attached?
What does the column rank of a matrix mean?
When is X said to have full column rank? What is a direct consequence of this?
Why does full column rank prove invertibility?
If A is a m x m symmetric real matrix, when is A said to be:
What is the multivariate Gaussian distribution?
What are some defining features of a multi-variate normal?
What is the Gamma distribution?
What is the Beta distribution?
How do we define a vector-value derivative of the F(β) where β is a real p-dim vector, and F is a scalar function?
How do we denote the derivative of a linear mapping for both a column vector and a matrix?
What is the derivative of the quadratic form?
What is the explicit derived solution for β-hatOLS?
What two conditional expectation rules will we use throughout the course?
What basic properties do the Random variables need to have for this?