Math¶
In this section we introduce math foundations.
We will use the following notations.
\[\begin{split}
\begin{array}{l}
\boldsymbol{A}, \boldsymbol{B}, \boldsymbol{X}, \boldsymbol{Y} \cdots \text { matrix } \\
\boldsymbol{a}, \boldsymbol{b}, \boldsymbol{x}, \boldsymbol{y} \cdots \text { vector } \\
a, b, x, y \cdots \text { scalar } \\
X, Y \cdots \text{random variable}
\end{array}
\end{split}\]
We will use \(\boldsymbol{x}=\left[\begin{array}{c} x_{1} \\ \vdots \\ x_{p} \end{array}\right]\) to represent both a random vector or an observation vector wherever the context is clear.