100355002 100355003 100355008 100355026

100355040 100355061
1.

Exercise 6.5 (a)

+=*

N=40 ,

+[

],

=90.4944
=

>6.6604, so reject
difference.
2.

], we can get contrast matrix C=*

=6.6604

at 5% significance level. Three mean indices have significant

Exercise 6.27 (a)

4.633

5
3.833

4.533

4.1

4.4

4.333
3.967

3.9
3

Husband rating
wife

Wife rating
husband

1
0
x1

3.

x2

x3

x4

Exercise 6.19 (a)

n1=36 ,n2=23

[
],

=0.614

*(

+
=

]
[
+0.386

]
]

=[

=50.9784
=2.035*5.006=10.19

>10.19, so reject at 1% significance level. There are significant difference in the mean
cost vector between gasoline and diesel trunk.

Page 2

4.

Exercise 6.31 (a)(c)

location
s = 1
m = 0.5
n = 1.0

F
P
Wilks'
0.10652 11.184
3
4 0.021
Lawley-Hotelling
8.38824 11.184
3
4 0.021
Pillai's
0.89348 11.184
3
4 0.021
Roy's
8.38824

location SSCP

SeedSize
SdMatKer
yield

SeedSize
72.5
-108.4
7.1

SdMatKer
-108.4
162.1
-10.7

yield
7.13
-10.66
0.70

SSCP

SeedSize
SdMatKer
yield

SeedSize
94.84
122.00
76.48

SdMatKer
yield
122.00
76.48
352.11
49.36
49.36 104.20

SSCP

SeedSize
SdMatKer
yield

SeedSize
1.00000
0.66761
0.76934

SdMatKer
0.66761
1.00000
0.25771

yield
0.76934
0.25771
1.00000

variety
s = 2
m = 0.0
n = 1.0

F
P
Wilks'
0.01244 10.619
6
8 0.002
Lawley-Hotelling
21.37568 10.688
6
6 0.005
Pillai's
1.70911
9.792
6
10 0.001
Roy's
18.18761

variety SSCP

SeedSize
SdMatKer

SeedSize
284.10
414.65

SdMatKer
414.7
1089.0

yield
42.63
365.18

Page 3

yield

42.63

365.2

196.11

location*variety
s = 2
m = 0.0
n = 1.0

F
P
Wilks'
0.07430 3.558
6
8 0.051
Lawley-Hotelling
7.54429 3.772
6
6 0.066
Pillai's
1.29086 3.034
6
10 0.059
Roy's
6.82409

location*variety SSCP

SeedSize
SdMatKer
yield

SeedSize
85.95
254.22
107.79

SdMatKer
254.2
780.7
363.7

yield
107.8
363.7
205.1

: yield, SdMatKer, SeedSize location, variety

location
variety

2 1, 2
3 5, 6, 8

yield SS

location
variety
location*variety

S = 4.16743

Seq SS Adj SS Adj MS

F
P
1
0.70
0.70
0.70 0.04 0.847
2 196.11 196.11 98.06 5.65 0.042
2 205.10 205.10 102.55 5.90 0.038
6 104.20 104.20 17.37
11 506.12

R-Sq = 79.41%

R-Sq = 62.25%

SdMatKer SS

Seq SS Adj SS
location
1 162.07 162.07
variety
2 1089.02 1089.02
location*variety
2 780.70 780.70

6 352.10 352.10

11 2383.88
S = 7.66056 R-Sq = 85.23% R-Sq
SeedSize SS

Adj MS
F
P
162.07 2.76 0.148
544.51 9.28 0.015
390.35 6.65 0.030
58.68
= 72.92%

Seq SS Adj SS Adj MS

Page 4

location
variety
location*variety

S = 3.97566

5.

1 72.52 72.52 72.52 4.59

2 284.10 284.10 142.05 8.99
2 85.95 85.95 42.98 2.72
6 94.84 94.84 15.81
11 537.41

R-Sq = 82.35%

0.076
0.016
0.144

R-Sq = 67.65%

Exercise 2.32

(a) E(X ) = * +
(1)

(b) E(AX(1)) = *

+* +

(c) Cov(X(1)) = *

(d) Cov(AX(1)) = *

+*

(e) E(X(2)) = [

+*

+=*

(f) E(BX(2)) = *

+[

]= * +

(g) Cov(X(2)) = [

(h) Cov(BX(2))= *

+[

(i) Cov(X(1),X(2)) = [

][

(j) Cov(AX(1),BX(2))

]=*

+[

Cov(Y)=[

], Cov(AX(1),BX(2))=*

]=CX, Cov(Y)=CC C=[

Page 5

6.
Exercise 2.22 (a)(b)
(a)
eigenvalues= 150
+

eigenvector*
eigenvalues= 120
+

eigenvector*

(b)
eigenvalues= 150
]

eigenvector[
eigenvalues= 120

eigenvector[
eigenvalues= 0

eigenvector[

Nonzero eigenvalues are the same.

7.

Exercise 2.2

(a)*

(b)[

(c)*
(d)[
(e) No

Page 6

8.

Consider the matrix:

A= *
(a)

Find the eigenvalues and eigenvectors of A.

Eigenvalues=-3
+

Eigenvectors*
Eigenvalues=2
Eigenvectors*

(b)

Find A-1.
+

A-1=*
(c)

Find the eigenvalues and eigenvectors of A-1.

Eigenvalues=0.5
Eigenvectors*

Eigenvalues=-0.33
Eigenvectors*
(d)

9.

Is there a relationship between the eigenvalues of A and A-1?

A eigenvalues A-1 eigenvalues

Let X = [X1, X2, X3] be N(,) with = [-3, 1, 4] and

1
= -2
0

-2
5
0

0
0

Which of the following random variables are independent (i.e., the correlation or
covariance is zero)?
(a) X1 and X2.
,variable are not independent
(b) X2 and X3.
, variable are independent

Page 7

(c) (X1, X2) and X3.

-2
0
1

5
0
= -2

0
0
2
Yes , variable are independent
(d)

X1 + X2
and X3.
2

If Y=AX=[

], then A=(

Cov(Y)=AA=*

+,

=0

Yes , variable are independent

5
(e) X2 and X2 - X1 - X3.
2
If Y=AX=[
Cov(Y)=AA=*
No , variable are not independent

], then A=(
+,

)
0