Multivariate Statistical Analysis Final Exam
January 19, 2007
2 pages, 10 problems, 100 points
1. Let X1 j .and X 2 j denote the responses to treatments 1 and 2, respectively, with
j = 1, 2,L , n in a paired comparison experiment. Assume that the n indepe
STAT 501
Spring 1999
Instructions:
1.
FINAL EXAM
Name _
Present your answers in the spaces provided on this examination paper. It is not
necessary to exhibit all of your calculations, but clearly describe the formulas or
methods you use. Credit will be gi
STAT 501
1. a. (3 points)
b. (3 points)
Final Exam Solutions and Comments
Spring 2001
(1.49/7) x 100% = 21.3%
0
c. (3 points)
(0.453) 3.82
d. (3 points)
= 0.89
1 = 3.82
^
e. (5 points) The formula for the scores use the standardized values of the measured
Multivariate Statistics (Ralf Hansmann)
Exercise: Cluster Analysis I (Clustering cases)
A. Open the margarine.sav SPSS data.
1. Provide the proximity matrix for clustering the 5 cases (types of margarine) based on
the distance measures:
a) Squared Euclidi
THE UNIVERSITY OF CHICAGO
Graduate School of Business
Business 41912, Spring Quarter 2002, Mr. Ruey S. Tsay
Solutions to Midterm
1. Make use of properities of multivariate normal distribution and that of matrix to answer
this question.
(a) What is the dis
THE UNIVERSITY OF CHICAGO
Graduate School of Business
Business 41912, Spring Quarter 2002, Mr. Ruey S. Tsay
Midterm
Notes:
1. Open book and notes. The exam time is 80 minutes.
2. Write your answers in a bluebook. Mark the solution clearly.
3. You are requ
EXAM 1
Stat 501
Spring 2005
Name
Instructions: Write your answers in the spaces provided on this exam. Use the back of the
page or another sheet of paper if you need more space, but clearly indicate where this is done.
Display formulas used in calculation
STAT 501
SPRING 2001
EXAM 1
Name _
Instructions: You may use only your calculator and the attached tables and formula sheet. You can
separate the tables and formula sheet from the rest of the exam. Show your solutions
and explanations in the space provide
STAT 501
SPRING 2001
EXAM 1
Name _
Instructions: You may use only your calculator and the attached tables and formula sheet. You can
separate the tables and formula sheet from the rest of the exam. Show your solutions
and explanations in the space provide
THE UNIVERSITY OF CHICAGO
Graduate School of Business
Business 424-01, Spring Quarter 2000, Mr. Ruey S. Tsay
Solutions to Midterm
1. By re-arranging the ordering of the components based on the covariance matrix, we
have Z = (Z1 , Z3 , Z2 ) with mean = (3,
Multivariate Statistical Analysis Mid Term Solution
November 17, 2006
-1. The answer depends on who you are. (6%)
-0 1 0
1 d b a b
1 ad bc
2.
=
(6%)
c a c d = ad bc 0
ad bc 0 1
ad bc
-8 2 2 18
2 8 2 1 4
1
3.
1 = 9 = 91 , 2 5 2 = 8 = 4 2 (6%)
2 5
Multivariate Statistical Analysis Mid Term
November 17, 2006
2 pages, 16 problems, 100 points
1. What is your name in Chinese? (6%)
2. Verify that
a b
1 d b
c a is the inverse matrix of c d .
ad bc
(6%)
'
3. Verify that 1 = 9 , 2 = 4 and e1 = [2 1] , e
Multivariate Statistical Analysis Final Solution
January 19, 2007
1. Follow Result 6.1 (p. 274),
1 5 2 1 5 17
=
= 14.167
36 2 8 1
6
(n 1) p
(30 1) 2
29 2
F p ,n p ( ) =
F2, 28 (0.1) =
2.50 = 5.179
n p
30 2
28
(n 1) p
T2 >
F p ,n p ( )
n p
Treatment d