Ghazi University D. G.

Khan (Statistics Department) F Term Examination (BS STATISTICS 8th

Semester) Session 2014-18

Course: Multivariate Statistics Course Instructor: Muhammad Ali

BS-Statistics 8th semester Time: 15 Minutes Total Marks: 10

Q NO: 1 In the following multiple choice questions, circle the correct answer, and explain why

1. Which statistical technique is most similar to MANOVA?

a) Analysis of variance. b) Factor analysis. c) Variance ratio test d) Estimated standard error.

2. In MANOVA, there are:

a) requirements that the variables demonstrate heteroscedasticity. b) especially stringent significance

levels. c) several correlated independent variables at a minimum. d) several dependent variables.

3. Wilk's lambda is used in:

a) multivariate analysis of proportions b.) multivariate analysis of variance c) multiple regression

d) all of the above

4. Hotelling's T2 statistic has the following distribution:

a) chi-square b) normal c) F d) binomial

5. The off-diagonal elements in the variance-covariance matrix contain:

a) regression parameters b) means c) covariance estimates d) variance estimates

------------------------------------------------------------------------------------------------------------------------------------------

pGhazi University D. G. Khan (Statistics Department) Mid Term Examination (BS STATISTICS 8 th
Semester) Session 2014-18

Course: Multivariate Analysis II Course Instructor: Muhammad Ali

BS-Statistics 8th semester Time: 1 hr 15 Minutes Total Marks: (10+20)=30

SUBJECTIVE/SHORT QUESTIONS

Q NO: 2Explain the properties of PCA (5)

Q NO: 3 Write down the application, importance and purpose of Principal Component Analysis (5)

Q NO: Perform One Way MANOVA FOR the following dataset where there are 2 dependent
variables and two groups. (10)

K1 K2
Y1 Y2 Y1 Y2
2 3 4 8
3 4 5 6
5 4 5 7
2 5

Good luck