# Multivariate Analysis-Multivariate Normal Distribution (ISS Statistics Paper II (Old Subjective Pattern)): Questions 1 - 3 of 3

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## Question number: 1

» Multivariate Analysis » Multivariate Normal Distribution » Mutliple Correlation Coefficient

Appeared in Year: 2015

### 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

… (302 more words) …

## Question number: 2

» Multivariate Analysis » Multivariate Normal Distribution » Partial Correlation Coefficient

Appeared in Year: 2015

### 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… (175 more words) …

## Question number: 3

» Multivariate Analysis » Multivariate Normal Distribution » Mutliple Correlation Coefficient

Appeared in Year: 2015

### Describe in Detail

Let __X__ _{1}, __X__ _{2}, …, __X__ _{n} be a random sample from an population with , a positive definite matrix. Derive 100 (1-α) % simultaneous confidence interval for for all .

### Explanation

Let __X__ _{1}, __X__ _{2}, …, __X__ _{n} be a random sample from an and assume the linear combination of the random sample is

… (264 more words) …