STA 431 Assignment One: Quiz in Tutorial on Friday Sept. 16th

• Scalar variance-covariance calculations will play a big part in this course. The material in Section A.1 in Appendix A (Expected Value, Variance and Covariance) should be very familiar, but just scan it. Do Exercises A.1.1, A.1.2, A.1.9
• Most of Section A.2 in Appendix A (Matrix Calculations) should be quite familiar from STA302. Material about the trace of a square matrix may be new, so read that part (pages 113 and 114). Just look the rest of it over, not worrying about the R parts; we won't be using R. Do Exercises A.2.8, A.2.9, A.2.11, A.2.25, A.2.27.
• Calculation and manipulation of variance-covariance matrices is central to this course. Section A.3 in Appendix A is about random vectors and matrices. Please look it over even though the material is familiar from STA302. The centering rule on pages 121-122 is new; please read it. Note that in Exercises A.3, sometimes you are asked to prove things that are false. Do Exercises A.3.1, A.3.4, A.3.5, A.3.7, A.3.10, A.3.13, A.3.14, A.3.15, A.3.16, A.3.18.