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AMS 404 - Multivariate Methods

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27 views3 pages

AMS 404 - Multivariate Methods

Uploaded by

sakayojames63
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MURANG’A UNIVERSITY OF TECHNOLOGY

SCHOOL OF PURE, APPLIED AND HEALTH SCIENCES


DEPARTMENT OF MATHEMATICS AND ACTUARIAL
SCIENCE

UNIVERSITY ORDINARY EXAMINATION

2023/2024 ACADEMIC YEAR


FOURTH YEAR SECOND SEMESTER EXAMINATION FOR BED
(ARTS), BED (SCIENCE), BMCS, BAS

AMS 404 – MULTIVARIATE METHODS

DURATION: 2 HOURS

INSTRUCTIONS TO CANDIDATES:

1. Answer question one and any other two questions.


2. Mobile phones are not allowed in the examination room.
3. You are not allowed to write on this examination question paper.

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SECTION A: ANSWER ALL QUESTIONS IN THIS SECTION
QUESTION ONE (30 MARKS)
a. The data below represents the score of 5 students in three units during a certain CAT

( )

Obtain the;
i. Mean Vector (2marks)
ii. Variance-covariance matrix (4marks)
iii. Correlation matrix of (4marks)
b. Briefly describe discriminant analysis (3marks)
c. Multivariate analysis of variance (MANOVA) is carried out with considerations of some
underlying assumptions. Discuss any three such assumptions. (3marks)

d. Given that ( ). Find the Eigen values of the matrix and show that their

product equals its determinant. (6marks)


e. Give an expression for multivariate normal distribution and explain the meaning non-singular
normal distribution. (2marks)

f. Let be a tri-angle normal random vector with ( ) ,

( )
Find the:
i. Regression function of on and (4marks)
ii. Conditional variance of when given and . (2marks)

SECTION B – ANSWER ANY TWO QUESTIONS IN THIS SECTION


QUESTION TWO (20 MARKS)

a. Consider the data below ( )

Evaluate for testing versus


Test of level of significance and hence state the conclusion. (7marks)

b. Given that , ( ), ( )

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Find the:

i. Distribution of Where ( ) (4marks)


ii. Conditional variance of when the effects of and have been eliminated.
(3marks)
iii. Partial correlation coefficient between and for fixed values of and that of
and for fixed rates of (6marks)

QUESTION THREE (20 MARKS)


a. State and explain any Four objectives of scientific investigations based on multivariate data.
(4marks)
b. Observations of Three responses are collected for two treatments as shown in the table
below.
Treatment 1 1 1 1 1 2 2 2
11 12 8 7 7 11 12 10
18 17 15 12 13 11 13 15
7 8 7 7 6 14 13 12
Find the:
i. Matrix of sum of squares due to treatment (5marks)
ii. Matrix of residual sum of squares (6marks)
iii. The Wilk’s Lamba statistic and use it to test the hypothesis that there is no treatment
effects (use ) (5marks)

QUESTION FOUR (20 MARKS)

a. Assume that you are working for a data analytic company which commonly workstation big
data. Suppose from one of the data sets name “survey data” you wish to do some analysis
that will result to a reduction of the dimension of the said data set. Since this is not very easy
to compute by hand, write an R-code that will find:
i. The covariance matrix for the data set and assign to (1mark)
ii. The Eigen values and Eigen vectors for (2marks)
iii. Total variance explained the first principal component where K is set by the user.
(4marks)
b. Given that ̅ come from population 1 and ̅ come from
population 2 and both populations have the same sample covariance matrix.

( )

Use an appropriate discriminant rule to classify a new observation ( ). (13marks)

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