STAT8561 - Linear Statistical Analysis I
2026 Fall Lecture Notes
Preface
The topic of this course includes statistical inference, Multivariate normal distribution, distribution of quadratic forms, linear models, regression models and experimental design models.
Prerequisites
Math 4751/6751 Mathematical Statistics I and Math 4752/6752 Mathematics and Statistics II.
Instructor
Chi-Kuang Yeh, Assistant Professor in the Department of Mathematics and Statistics, Georgia State University.
- Office: Suite 1407, 25 Park Place.
- Email: cyeh@gsu.edu.
Office Hour
9:00 - 12:00 on Wednesday or by appointment
Grade Distribution
- Homework – 40%
- Exam 1 – 20%
- Exam 2 – 20%
- Final – 20%
- Attendance – *7%
Assignment
Exam
- TBA
Topics and Corresponding Lectures
Those chapters are based on the lecture notes. This part will be updated frequently.
| Status | Chapter | Topic | Lecture |
|---|---|---|---|
| ✅ | Welcome and Overview | 1 | |
| ️⏳ ️ | Ch. 1 | Math Notation | 2– |
| ️⏳ ️ | Ch. 2 | Least Squares Estimation | TBA |
Recommended Textbooks
Ding, Peng. Linear Model and Extensions. CRC Press, 2027. arXiv link
Montgomery, Douglas C., Elizabeth A. Peck, and G. Geoffrey Vining. Introduction to Linear Regression Analysis. John Wiley & Sons, 2021. (Montgomery et al. 2021)
Seber, George AF, and Alan J. Lee. Linear Regression Analysis. John Wiley & Sons, 2003. (Seber and Lee 2003)
Side Readings
- Montgomery, Douglas C. (2017). Design and Analysis of Experiments. John Wiley & Sons. (Montgomery 2017)