The Multiple Correlation : Let ( )

[ ] * +

[ ]
Suppose that we choose one element of and
( ⁄ )
( ⁄ )
( ⁄ )
( ⁄ )
( ⁄ )
Let
( ⁄ )

Applications of The conditional distribution : ‫تطبيقات للتوزيع الشرطي‬

Example 1 : 3-compenent vector has Distribution with mean vector

= [ ] and var – cov matrix is :

[ ] * +

Find : The conditional distribution of

Solution:
( )

( *

( ) ( )
: ‫بالشكل التالي‬ ‫نعيد ترتيب مصفوفة التباين و التباين المشترك‬

* + [ ]

( ) ( )
 ( )

( ) ( )

( ) ( * = ( *

( )

( ) ( )

( ) ( )

( )

( )

( )

[ ]

[ ]

[( * ( )]

Example 2 :

Let Where :

( + ( +

Find :

1) the conditional distribution of .

2) the conditional distribution of .
Solution 1 : the conditional distribution of .

( *

( ) ( )

( ) ( )

( )

( ) ( )( )

( ) ( )( )

( ) ( ) ( ) ( )

( ) ( )( *

( ) ( )( )

( ) ( ) ( ) ( )

( )
[ ]
[ ]

*( ) ( )+
Solution 2 : the conditional distribution of .
Then ( )
‫(‬ ‫*‬

‫(‬ ‫‪) = ( ) ,‬‬

‫بالشكل التالي ‪:‬‬ ‫نعيد ترتيب مصفوفة التباين والتباين المشترك‬

‫(‬ ‫‪+‬‬

‫) (‬ ‫(‬ ‫‪),‬‬

‫|‬ ‫|‬

‫( =‬ ‫)‬

‫(‬ ‫)‬ ‫(‬ ‫)‬

‫(‬ ‫(( ‪,‬‬ ‫*‬ ‫(‬ ‫))‬

‫(‬ ‫) (‬ ‫) (‬ ‫(‬ ‫(( *)‬ ‫*‬ ‫)) (‬

‫(‬ ‫(*‬ ‫*‬

‫(‬ ‫()‬ ‫*‬

 ( ,( )

( )( )

( *( )

( ) ( )

[ ]

[ ]

[ ]

Where the ( ) rowal

[ ] [ ]
The Maximum Correlation between and linear combination is called
the multiple correlation coefficient between and
Denoted by :
‫׳‬ ‫׳‬
√ ,

Ex /Let [ ] find

‫׳‬ ‫׳‬
SOL / , [ ] [ ] [ ]

‫׳‬
* + [ ]

* + * +, * +

[ ] * +* + [ ]* +
, ,
H.W / find
[ ]