Introduction To Multivariate Statistics (FEB22003)
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Answers IMS week 2 tutorial exercises
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Course
Introduction To Multivariate Statistics (FEB22003)
Institution
Erasmus Universiteit Rotterdam (EUR)
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These answers are also provided in the tutorials, but since you don't have to go there in year 2 and the teacher doesn't upload the answers, it seemed nice to have them here too.
Introduction To Multivariate Statistics (FEB22003)
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Exercise e
SI Generalized variance
det Sr 13 13 12 12 132 12 Gq 144 25
dll CSz 13.13 C 1212 132 122 25
52 02 25
SI del 531
GeneralizedvarianceI Summarizes co variance matrix in number
a scalar that represent variability in a sample
Volume spawned by the p deviation vectors
these Depends are the values of co variances when couuegative
If Xn decreases so does 52
Narc NueCfnSiIxF7 ntz.NaelEi
uta.Ei NanciixI iI Iz n E tr E A
, E i
fi
with men
L
sit I
EC fiiI D
E
m.cii
fi
Then by property X Ny 20 13
2 Ny 14,23
b Weigths 50 50
ECK I no ECK 1 14
Marcus 73 Nancy 1 13
a in't Ch
ally
where
InYc fn II
wt
then cwixy.it cx ya C
l's 23 you 5 7
Nan wt I w Nance't w
iii i 1114.3
c i 72 2512
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