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Unformatted text preview: PSTAT 220C - Advanced Statistical Methods Tony Pourmohamad Problem 4.21 Part A : Let X 1 ,..., X 60 be a random sample of size 60 from a four-variate normal distribution having mean μ and covariance matrix Σ . What is the approximate distribution of each of the following? Part A : The distribution of ¯ X ¯ X ∼ N 4 ± μ, 1 60 Σ ² Part B : The distribution of ( X 1-μ ) Σ-1 ( X 1-μ ) ( X 1-μ ) Σ-1 ( X 1-μ ) ∼ Part C : The distribution of n ( ¯ X-μ ) Σ-1 ( ¯ X-μ ) n ( ¯ X-μ ) Σ-1 ( ¯ X-μ ) ∼ χ 2 4 Part D : The approximate distribution of n ( ¯ X-μ ) S-1 ( ¯ X-μ ) n ( ¯ X-μ ) S-1 ( ¯ X-μ ) . ∼ χ 2 4 Problem 5.19 Part A : Part A : Problem 5.20 Part A : Part A : 2...
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This note was uploaded on 04/16/2010 for the course PSAT 220C taught by Professor Hill during the Spring '06 term at Academy of Design Tampa.
- Spring '06