WORKSHOP 2

STUDENT’S NAMES:__________________I.D:__________________

JUSTIFY ALL YOUR STEPS

1.-The data in the following table, taken from Anderson (1984), correspond
to the increase in hours of sleep due to the use of two medications A and B.
The experiment was performed on 10 patients. It is assumed that the data
follow a bivariate normal distribution. Find the maximum likelihood
estimators of the mean and variance-covariance matrix and the correlations
matrix. Do medications have similar effects on patients?

Patient MEDICATION A MEDICATION B

1 1.9 0.7
2 0.8 -1.6
3 1.1 -0.2
4 0.1 -1.2
5 -0.1 -0.1
6 4.4 3.4
7 5.5 3.7
8 1.6 0.8
9 4.6 0.0
10 3.4 2.0

2. - A biologist takes measurements of the skulls of two species of mice.

Specifically, he observes three variables Y1, Y2 and Y3 in a set of mice of
which 50 are of species A, and the remaining 60 are of species B. Let us
suppose that the data are ordered in such a way that the first 50 (in the matrix
Y) are those of species A and the last 60 are those of species B.

(a)Let us denote by YA the matrix of data observed in species A. If

YA’150=(25.5, 14.1, 11.3)’

40.2 10.9 15.6

And YA’YA=(10.9 13.7 14.5)
15.6 14.5 20.1
Calculate the mean vector and covariance matrix for this species.

(b)Let us denote by YB the matrix of data observed in species B. If

YB’160=(25.5, 14.1, 11.3)’

50.7 32.6 24.8

And YB’YB=(32.6 29.0 12.6)
24.8 12.6 35.8

Calculate the mean vector and covariance matrix for this species.

c) Calculate the mean vector and covariance matrix for all mice.

3.-Consider the two covariance matrices

14 8 3 6 6 1
Σ1 = ( 8 5 2) Σ2 = (6 8 2)
3 2 1 1 2 1

Show that |Σ2 | > |Σ1 | and that tr(Σ2 ) < tr(Σ1 ). Thus the generalized variance
of population 2 is greater than the generalized variance of population 1, even
though the total variance is less. Comment on why this is true in terms of the
variances and correlations.

4.- i)What is the geometric shape of the next equation?

(𝐱 − 𝛍)′ 𝚺−1 (𝐱 − 𝛍) = 𝑐 2

Hint: Study the bivariate context.

ii)Plot (use R): (𝐱 − 𝛍)′ 𝚺−1 (𝐱 − 𝛍) = 𝑐 2 , with c=1, and:

1 0 1 0
a)𝛍′ = (1, 1); 𝚺 = ( ), b) 𝛍′ = (0, 0); 𝚺 = ( )
0 2 0 1
1 −1 2 1
c) 𝛍′ = (0, 0); 𝚺 = ( ), d) 𝛍′ = (0, 0); 𝚺 = ( )
−1 2 1 2