MAT 3344 NIM (Print):

Ganjil 2020 Name (Print):

Exam 1
3/11/2020
Time Limit: Take Home Teaching Assistant

This exam contains 5 pages (including this cover page) and 3 problems. Check to see if any pages
are missing. Enter all requested information on the top of this page, and put your initials on the
top of every page, in case the pages become separated.

You allowed to use your books, notes, or any calculator on this exam.

You are required to show your work on each problem on this exam. The following rules apply:

• If you use a “fundamental theorem” you

Problem Points Score
must indicate this and explain why the theorem
may be applied.
1 20
• Organize your work, in a reasonably neat and
coherent way, in the space provided. Work scat- 2 35
tered all over the page without a clear ordering
will receive very little credit. 3 45

• Mysterious or unsupported answers will not Total: 100

receive full credit. A correct answer, unsup-
ported by calculations, explanation, or algebraic
work will receive no credit; an incorrect answer
supported by substantially correct calculations and
explanations might still receive partial credit.

• If you need more space, use the back of the pages;

clearly indicate when you have done this.

Do not write in the table to the right.

MAT 3344 Exam 1 - Page 2 of 5 3/11/2020

1. Berikut parameter untuk data bivariat; µ1 = 1, µ2 = 3; σ11 = 2; σ22 = 1 dan ρ12 = −0.8.

(a) (10 points) Tuliskan Padat Peluang bivariat dari data tersebut

(b) (10 points) Tuliskan bentuk (x − µ)0 Σ−1 (x − µ) sebagai jarak kuadrat dari x1 dan x2
MAT 3344 Exam 1 - Page 3 of 5 3/11/2020

2. Misalkan X ∼ N2 (µ, Σ) dengan

 
1 −2 0
µ0 = (−3, 1, 4) dan −2 5 0
0 0 2

. manakah dari kasus berikut yang independen? Jelaskan

(a) (10 points) x1 dan x2 .

(b) (10 points) x2 dan x3 .

(c) (15 points) (x1 , x2 ) dan x3

MAT 3344 Exam 1 - Page 4 of 5 3/11/2020

3. Misalkan X1 , X2 , . . . , X1 0 merupakan sampel acak berukuran n = 20 dari populasi berdistribusi

normal N6 (µ, Σ). Buktikan bentuk berikut secara lengkap
(a) (15 points) Distribusi dari X1 − µ)Σ−1 (X1 − µ)

√
(b) (15 points) Distribusi dari X̄ dan n(X̄ − µ)
MAT 3344 Exam 1 - Page 5 of 5 3/11/2020

(c) (15 points) Distribusi dari (n − 1)S