Unique Paper Code : 32371602

Name of the Paper : Multivariate Analysis and Nonparametric Methods

Name of the Course : B.Sc. (H) Statistics Under CBCS
Semester : VI
Duration : 2 hours (1 hour additional for downloading the
Question Paper and Scanning and uploading the Answer Sheet)
Maximum Marks : 75

Instructions for Candidates:

Attempt any 4 questions. All questions carry equal marks. Use of simple calculators is
allowed.
1. Let X and Y be the average performance index of the two independent teams of a
firm. The two samples of sizes 8 and 10 respectively are obtained as follows:

X 12 20 12.5 15 13 22 21.5 13.5 - -

Y 21 19 16.5 14 22.5 15.5 18 11 23 16

Describe the non parametric test that you will use to test whether the samples come
from the same populations. State the underlying assumptions of this test. Apply the
test at 5% level of significance and comment on the result.
(Note: The critical value of U is 17 at 5% level of significance)

2. Derive equation of plane of regression of 𝑋4 on 𝑋1, 𝑋2 and 𝑋3 where 𝑋1, 𝑋2, 𝑋3 and
𝑋4 are measured from their respective means. Further, if it is given that 𝑟12 = 0.5,
𝑟13 = 0.4, 𝑟14 = 𝑟24 = 0.3, 𝑟23 = 𝑟34 = 0.2 and value of the determinant of
2
correlation matrix (ω) = 0.5496 then obtain the value of 𝑅4.123 and interpret the
result.

3. For the bivariate normal distribution

−1
𝑓(𝑥, 𝑦) = 𝑘 exp ( 64 [9 (𝑥 + 7)2 + 4 (𝑦 − 12)2 − 4 (𝑥 + 7) (𝑦 − 12)]); 𝑥, 𝑦 ∈ ℝ

Determine the value of k. Obtain the parameters of the bivariate normal distribution.
2
Obtain the distribution of 𝑍 = 5𝑋 + 3 𝑌. Obtain the conditional distribution of Y
given X = 8 and write its p.d.f. Obtain the equation of line of regression of X on Y.

𝑋1
4. How are principal components constructed? Suppose random vector 𝑋 = (𝑋2 ) have
𝑋3
5 0 0
variance covariance matrix Σ = (0 5 2) then obtain the 3 principal components
0 2 5
𝑌1 , 𝑌2 and 𝑌3 . Obtain the percentage of total variance explained by each principal
component. How much percentage of total variance is explained by first two principal
components taken together?
𝑋1 7
𝑋2
5. Let 𝑋 = ( ) be a random vector that follows 𝑁4 (𝜇, Σ) where 𝜇 = (9) and
𝑋3 6
𝑋4 8
10 0 8 0
Σ= [0 5 2 6 ].
8 2 11 1
0 6 1 17
 Answer the following:

𝑋1 𝑋
(i) If 𝑋 (1) = ( ) and 𝑋 (2) = ( 2 ) then partition Σ into Σ11 , Σ12 , Σ21 and
𝑋3 𝑋4
Σ22 matrices. Obtain the marginal distribution of 𝑋 (2) . Obtain the p.d.f. of
1
conditional distribution of 𝑋 (1) given 𝑋 (2) = ( ).
5
(ii) Let 𝑌1 = 𝑋1 + 2𝑋4 and 𝑌2 = 𝑋2 + 2𝑋3 be the two linear equations. Obtain
𝑌
the distribution of 𝑌 = ( 1 ) and write its p.d.f.
𝑌2

6. Discuss the Wald’s SPRT procedure for testing simple null hypothesis against simple
alternative hypothesis. Construct SPRT procedure for testing 𝐻0 : 𝜆 = 4 against
𝐻1 ∶ 𝜆 = 10 ,when the sample has been drawn from the Poisson distribution with
parameter λ. Use α = 0.2 and β = 0.4 to determine A and B. Obtain the expressions for
its OC and ASN function.