Scribd
Upload
115 views

Tutorial Letter 011/3/2021: Mathematical Techniques in Statistics

This document contains a tutorial letter and assignment questions for a mathematical techniques in statistics course. The assignment covers topics like matrix operations, properties of orthogonal matrices, vector and matrix algebra, moment generating functions, and probability density functions. Students are asked to find transposes, products, and inverses of matrices; verify properties like orthogonality and commutativity; compute lengths, angles, and normalizations of vectors; and determine means, variances, cumulative distribution functions, and moment generating functions. The assignment must be submitted by May 13, 2021.

Uploaded by

Flossie Sedibe
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
115 views

Tutorial Letter 011/3/2021: Mathematical Techniques in Statistics

This document contains a tutorial letter and assignment questions for a mathematical techniques in statistics course. The assignment covers topics like matrix operations, properties of orthogonal matrices, vector and matrix algebra, moment generating functions, and probability density functions. Students are asked to find transposes, products, and inverses of matrices; verify properties like orthogonality and commutativity; compute lengths, angles, and normalizations of vectors; and determine means, variances, cumulative distribution functions, and moment generating functions. The assignment must be submitted by May 13, 2021.

Uploaded by

Flossie Sedibe
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

STA3710/011/3/2021

Tutorial letter 011/3/2021

Mathematical techniques in statistics


STA3710

Semesters 1 & 2

Department of Statistics

ASSIGNMENT 01 QUESTIONS

university
Define tomorrow. of south africa
SEMESTER 1 & 2 STUDENTS
ASSIGNMENT 01
Unique Nr. for Semester 1: 895126
Unique Nr. for Semester 2: 758826
Fixed closing date: 13 May 2021

QUESTION 1 [14]

1.1 Find the transponse of each of the following matrices:


0 1 0 1
11 12 1
@ A 0 1 3
A D 21 22 ; B D @
; a D 0 A ; C D A BT a :
1 5 0
31 32 1

(4)
2 1 b b
1.2 Let A D and B D 11 12 :
0 5 b21 b22

1.2.1 What conditions must the elements of B satisfy so that A and B commute?
1.2.2 Find a matrix B such that A and B commute.
1.2.3 Suppose that A and B commute; is B unique? Explain your answer. (2+2+2=6)

a b
1.3 Let A D :
b a

1.3.1 What are the conditions under which A is an orthogonal matrix?


1.3.2 Select two values of a and b so that A is an orthogonal matrix. (2+2=4)

QUESTION 2 [25]

2.1 Consider the following matrices:


0 1 0 1
1 0 1 1
B 2 1CC B 2C
1 1 B B 1 C
BD ;C D B
B 1 1C 0 B
C;D D B 0 1C C ; and A D I5 :
1 2 @ A @1
0 2 0A
1 1 1 1

2.1.1 Compute A C CBD:


1 1 1 C.B 1 1 1 DA 1 :
2.1.2 Find .A C CBD/ DA A C DA C/
1
2.1.3 Verify that .A C CBD/.A C CBD/ D I: (4+6+5=15)

2
STA3710/011/3/2021

0 1
1 0 0 1 1
B 0 1 0 1 1C
B C
2.2 Consider the following matrix A D B
B 0 0 1 1 1CC:
@ 1 1 1 2 0A
1 1 1 0 2

A11 A12
2.2.1 Express A D ; by identifying the minor matrices:
A21 A22
0
I3 13 12
2.2.2 Suppose that A D 0 : Compute AA0 : (4+6=10)
12 13 2I2

QUESTION 3 [30]

3.1 Suppose that Xnx p is a data matrix with n cases and p variates, and let 1 be a vector contain-
ing n 1’s.
Show that:

3.1.1 1T 1 D n and 11T D J:


3.1.2 the vector 1T X contains the column sums of X:
11T
3.1.3 the matrix containing the deviations from column means is X 1T 1
X:
(3+3+6=12)

3.2 If A and B are orthogonal matrices of the same size, show that AB is orthogonal. (3)
0 1 0 1
1 4 3 2 4 5
3.3 Let A D @2 1 5A and B D @3 1 4A :
3 2 4 2 2 3

3.3.1 Compute AB and BA:


3.3.2 Verify that jABj D jBAj D jAj x jBj: (4+6=10)
0 1
2 1 2 1 1
B0 0 3 0 0C
B C
3.4 Find the determinant of A D BB0 0 2 2 0CC: (5)
@0 0 1 1 1A
0 1 2 2 1

3
QUESTION 4 [23]

2 1 1 0 1
4.1 Given A D ;BD ;cD ; d D 2.
1 4 0 1 3
Compute:

4.1.1 A d
4.1.2 A c
4.1.3 c A
4.1.4 A B
4.1.5 A A
4.1.6 c c: (2+3+3+4+3+3=18)
0 1
1 1 1
1 1
4.2 Consider A D and B D @ 1 0 1A :
1 1
1 2 1
Find A B: (5)

QUESTION 5 [29]

5.1 Consider the following vectors:


0 1 0 1 1 0 1
2 p p1
2 2
B C B C
a D @2A ; b D @ p1 A ; and c D @ 0 A :
2
0 0 p1
2

5.1.1 Compute the length of each vector.


5.1.2 Determine whether each of the vectors is a normal vector.
5.1.3 Compute the angle between each pair of vectors.
5.1.4 Determine whether each pair of vectors is linearly independent.
5.1.5 Determine whether each pair of vectors is orthogonal.
5.1.6 Normalise each vector, if it is not already normal. (2+2+4+3+3+3=17)

5.2 Consider the matrix 0 1


0 2 5 2
AD@ 1 0 3 1 A:
1 2 2 1

5.2.1 Reduce matrix A to a row-echelon form.


5.2.2 What is the rank of matrix A, r (A)? (4+2=6)

4
STA3710/011/3/2021

5.3 Find the inverse of the following matrix


0 1
1 2 0
AD@ 3 1 2 A:
2 3 1

(6)

QUESTION 6 [10]

6.1 The moment generating function (mgf) of the chi-square distribution with parameter n is given
1
by M.t/ D .1 2t/ 2 n.
Use differentiation to find the mean and the variance. (4)

6.2 Suppose that the probability density function (pdf) of X is given by

e x; x 0
f X .x/ D
0; otherwise

with > 0:
For the variable X , determine the

6.2.1 cumulative distribution function. (3)

6.2.2 moment generating function (mgf). (3)

TOTAL: [131]

You might also like