# ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern): Questions 25 - 29 of 39

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## Question number: 25

» Multivariate Analysis » Multivariate Normal Distribution » Mutliple Correlation Coefficient

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Appeared in Year: 2015

Essay Question▾

### Describe in Detail

Let X= (X 1, X 2, X 3) ’ be distributed as N 3 (µ, ∑) where µ’= (2, -3,1) and

(i) Find the distribution of 3X 1 -2X 2 +X 3.

(ii) Find a 2 × 1 vector a such that X 2 and are independent.

### Explanation

(i) the distribution of 3X 1 -2X 2 +X 3 is

The mean is

… (107 more words) …

## Question number: 26

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Appeared in Year: 2015

Essay Question▾

### Describe in Detail

To test the hypothesis against for the distribution

Develop the sequential probability ratio test.

### Explanation

Let x 1, x 2, …, x n are independently and identically distributed with distribution is

Let type I and type II errors are defined as

P (rejecting the lot when θ=θ 0) =α

P (accpeting the lot when θ=θ 1) =β

Under H 0 and H 1 the pmf is

… (140 more words) …

## Question number: 27

» Multivariate Analysis » Multivariate Normal Distribution » Partial Correlation Coefficient

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Appeared in Year: 2015

Essay Question▾

### Describe in Detail

Let X = (X 1, X 2, X 3) ’ be distributed as N 3 (µ, ∑) where µ = (10, -7,2) ’ and

Find the partial correlation between X 1 and X 2 given X 3.

### Explanation

The partial correlation between X 1 and X 2 given X 3 is defined as

where these terms are defined by this equation

Given that

… (104 more words) …

## Question number: 28

» Multivariate Analysis » Estimation » Covariance Matrix

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Appeared in Year: 2015

Essay Question▾

### Describe in Detail

Find the maximum likelihood estimator of the 2×1 mean vector µ and the 2×2 covariance matrix ∑ based on the random sample.

from a bivariate normal distribution.

### Explanation

We known that the maximum likelihood estimator of multivariate normal distribution is

Assume

So,

… (107 more words) …

## Question number: 29

» Estimation » Estimation Methods » Methods of Moments

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Appeared in Year: 2015

Essay Question▾

### Describe in Detail

The observations

3.9,2.4,1.8,3.5,2.4,2.7,2.5,2.1,3.0,3.6,3.6,1.8,2.0,4.0,1.5

are a random sample from a rectangular population with pdf

Estimate the parameters by the method of moments.

### Explanation

Let X 1, X 2, …, X n be a random sample from a rectangular population. We known that

The estimating equations are

… (104 more words) …