Advanced Statistics with Applications in R

Chapter 10Appendix

10.1 Notation

Typically, we use boldface to indicate vectors and matrices. A small bold letter is typically used for vectors and a capital bold letter for matrices (normal font is used for scalars). For example, is a vector, is a matrix, and is a scalar. The same convention works for Greek letters (following tradition, we use Greek letters for unknown parameters, subject to estimation); the hat over the symbol indicates that it is an estimator. For example, if is an unknown scalar parameter, indicates that it is an estimator of Likewise, if is an unknown parameter vector, indicates its vector estimator. Finally, if is an unknown matrix (such as the covariance matrix), ...