GOVT COLLEGE OF SCIENCE WAHDAT ROAD LAHORE

Department Of Statistics- (BS 4 YEARS PROGRAM-Semester-VI)-(STAT-314-Multivariate Techniques-I CR=3)

Question Paper mid Term (19-10-2017) Total Points 100; all questions carry equal marks; Time Allowed 1.5 Hours

2 1
1- (a) Define the Square root matrix of 𝐴̃ = [ ] (b) Convert Σ̃ into 𝜌̃ and then find eigen values and eigen vector for
1 3
13 −4 2
Σ̃=[−4 13 −2]
2 −2 10
𝑥1 4 −2 1 3 6
𝑥2 −2 2 0 5 −2 𝑥1 𝑥2 1 1
2- (a) Let 𝑋 =[ ] and Σ̃=[ ] and 𝜇 =[ ] where 𝑋1 =[𝑥 ] and 𝑋2 = [𝑥 ] and let 𝐵̃ = [ ] & 𝐶̃ =
𝑥3 1 0 6 −2 −1 4 3 −1 2
𝑥4 3 5 −2 8 5
1 −1 ̃2 ) and COV(𝐵𝑋
̃1 ), E(𝐶𝑋 ̃2 ) (b) Obtain the mean and covariance matrix of the given
̃1 , 𝐶𝑋
[ ] then obtain V(𝐵𝑋
3 2
25 −2 4 11
̃
linear combination 𝑋1 + 𝑋2 , 𝑋1 - 𝑋2 and 𝑋1 + 𝑋2 + 𝑋3 when Σ=[−2 4 1] and 𝜇 =[ 9 ]
4 1 9 2
𝑥1 𝜇1
𝑥2 𝜇2
3- Consider a random vector 𝑋 = 3 with mean vector 𝜇 = 𝜇3 carry out the covariance matrix of 𝑋1 and 𝑋2 where
𝑥
𝑥4 𝜇4
[𝑥5 ] [𝜇5 ]
𝑥3 −1 4
𝑥1
𝑋1 =[𝑥 ] and 𝑋2 = [𝑥4 ] (b) Let 𝑋 =[ 5 ] and 𝑌 =[−3] Find (i) The length of 𝑋 and 𝑌 (ii) The angle between of 𝑋 and 𝑌
2
𝑥5 2 0
−2 1
(iii) The projection vector of 𝑌 on 𝑋 (iv) Show that 3𝐿𝑥 = 𝐿3𝑥

GOVT COLLEGE OF SCIENCE WAHDAT ROAD LAHORE

Department Of Statistics- (BS 4 YEARS PROGRAM-Semester-VI)-(STAT-314-Multivariate Techniques-I CR=3)
Question Paper mid Term (19-10-2017) Total Points 100; all questions carry equal marks; Time Allowed 1.5 Hours

2 1
1- (a) Define the Square root matrix of 𝐴̃ = [ ] (b) Convert Σ̃ into 𝜌̃ and then find eigen values and eigen vector for
1 3
13 −4 2
Σ̃=[−4 13 −2]
2 −2 10
𝑥1 4 −2 1 3 6
𝑥2 −2 2 0 5 −2 𝑥1 𝑥2
2- (a) Let 𝑋 =[ ] and Σ̃=[ ] and 𝜇 =[ ] where 𝑋1 =[𝑥 ] and 𝑋2 = [𝑥 ] (b) Obtain the mean and
𝑥3 1 0 6 −2 −1 4 3
𝑥4 3 5 −2 8 5
25 −2 4 11
covariance matrix of the given linear combination 𝑋1 + 𝑋2 , 𝑋1 - 𝑋2 and 𝑋1 + 𝑋2 + 𝑋3 when Σ̃=[−2 4 1] and 𝜇 =[ 9 ]
4 1 9 2
𝑥1 𝜇1
𝑥2 𝜇2
3- Consider a random vector 𝑋 = 𝑥3 with mean vector 𝜇 = 𝜇3 carry out the covariance matrix of 𝑋1 and 𝑋2 where
𝑥4 𝜇4
[𝑥5 ] [𝜇5 ]
𝑥3 −1 4
𝑥1
𝑋1 =[𝑥 ] and 𝑋2 = [𝑥4 ] (b) Let 𝑋 =[ 5 ] and 𝑌 =[−3] Find (i) The length of 𝑋 and 𝑌 (ii) The angle between of 𝑋 and 𝑌
2
𝑥5 2 0
−2 1
(iii) The projection vector of 𝑌 on 𝑋 (iv) Show that 3𝐿𝑥 = 𝐿3𝑥