ABSTRACT
To make this book more self-contained, in this appendix we introduce many basic concepts in matrix algebra, statistics, probability, linear regression analysis, and selection of variables in regression models. Due to limited space, we give only their definitions, simple properties, and illustration examples. A review of matrix algebra will be given in Section A.1. Some basic concepts in probability and statistics needed to understand in the book are reviewed in Section A.2. Linear regression analysis has played an important role in design and modeling for computer experiments. Section A.3 gives a brief introduction to basic concepts, theory, and method of linear regression analysis. Section A.4 reviews some variable selection criteria for linear regression models.
