Random vectors, mean and covariance
Linear transformations
Quadratic forms
Multivariate normal distribution
Linear transformations
Quadratic forms
Independence results
Linear model
Least squares estimator of beta
Maximum likelihood estimators of beta and sigma^2 under normality
Sampling distribution of estimators of beta and sigma^2 under normality
Bias of estimators of beta and sigma^2
Covariance of estimator of beta
Predicted values and residuals
Analysis of variance
F-tests