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Exercise 1.36 - "their squared coordinates" should have just been "their coordinates"
Exercise 1.42 - First sentence of solution. "projection of onto" should have been "projection of y onto"
page 21 last sentence of first partial paragraph - "product of a 1 x k matrix with a k x 1 matrix"
page 30 first full paragraph - "spectral decomposition of M" should have been "spectral decomposition of M^T M, which has the same column space as M (to see why, study the solution to Exercise 1.63)"
page 30 Exercise 1.74 and preceding 2 paragraphs - yhat should have been y
Exercise 1.81 - should end with "the unit vector" u
page 34 just before Exercise 1.83 - "average of rank one matrices ..." missing SUMMATION symbol after this
Exercise 2.5 - solution should have shown one more step bringing norms into inner product.
Exercise 3.1 - "no greater than" should have been "at least as large as" - hopefully a confused reader would look at the solution in the back and realize that the question was stated incorrectly!
Definition (Independence) page 69 - g(X) should have been g(Y) in all three occurrences
Exercise 3.9 - random vector should have ended with X_m rather than X_n
Exercise 3.30 - should specify "unit vector" u
Definition of Mahalanobis distance on page 77 - v should be in R^n rather than R.
page 78 last paragraph - "Mahalanobis distance from alpha*q_j to the distribution" should have instead had "mu + alpha*q_j"
Exercise 4.3 - question says "are all the same number" but should be "are not all the same number"
Exercise 4.15 - missing expectation on right hand side of first step in solution.
Chi-squared definition (page 107) - missing squares on Z_1 + ... + Z_k (each term should be squared)
Exercise 5.5 solution (page 161) - missing negative sign: first line of derivation in solution should have said Z \geq -t.
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Theorem 1.2 - Missing a period at the end.
Exercise 1.56 - Missing period at the end of first sentence.
Exercise 6.3 - Second sentence of solution. "\Sigma" should have been "\Sigmabb" (double-stroke font)
Exercise 6.7 - In the solution, three instances of "\Sigma" should have been "\Sigmabb" (double-stroke font)
Some exercise labels were printed in green but should have been colored blue:
1.6
1.9
1.17
1.18
1.58
Exercise 1.28 solution (page 147) - diamond is on left instead of right
Theorem 2.3 - comma is just inside the matrix, rather than after it
Exercise 3.29 - x and y should have been bold in the question
Exercise 4.18 - "vector do" should have been "vector does"