We will use
nto represent the number of distinct data points, or observations.
pdenote the number of variables that are available for use in making predictions.
We will let
xijrepresent the value of the jth variable for the ith observation, where i=1, 2, …, n, j=1, 2, …, p.
Xdenote a n×pmatrix whose (i,j)th element is xij.That is,
xias the ith row of X. xiis a vector of length p,, containing the pvariable measurements for the ith observation. That is,
If we are interested in the columns of
X, which we will write as x1, x2, …, xp. That is,
- If we use these notations, we can write
Tnotation denotes the transpose of a matrix or vector. For example,
yito denote the ith observation of the variable on which we wish to predict. Hence, we write the set of all nobservations in vector form as
We always denote a vector of length n in lower case bold e.g.
If a vector not of length n will be denoted in lower case normal font, e.g.
Matrix will be denoted using bold capitals, such as
Random variables will be denoted using capital normal font, e.g.
A, regardless of their dimensions.
To indicate that an object is a scalar, we will use the notation
a∈R. To indicate that it is a vector of length k, we will use a∈Rk. We will indicate that an object is a r×smatrix using A∈Rr×s.
A∈Rr×dand B∈Rd×s. Then the product of Aand Bis denoted AB. That is, (AB)ij=∑dk=1aikbkj. As an example, consider
A=(1324) and B=(5768)