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S135-LE1-001
Statistics 135 Matrix Theory for Statistics
First Long Exam Second Semester, AY 2014 -2015

I. Proving
1. Let 𝑨 and 𝑩 be square matrices. Show that
(𝑨 + 𝑩)(𝑨 − 𝑩) = 𝑨2 − 𝑩2
if and only if 𝑨 and 𝑩 commute.
2. Let 𝑨 be a square matrix such that 𝑨′ 𝑨 = 𝑨𝟐 . Show that
𝒕𝒓{(𝑨 − 𝑨′ )′ (𝑨 − 𝑨′ )} = 𝟎
3. Use the Cauchy-Schwartz Inequality to show that for any two vectors 𝒙 and 𝒚,
‖𝒙 + 𝒚‖ ≤ ‖𝒙‖ + ‖𝒚‖
4. Let 𝑨 be an m by n matrix. Show that if 𝑨′𝑨 is idempotent, then 𝑨𝑨′ is idempotent.
5. Show, by example, that the sum of two positive semi-definite matrices can be positive definite.

II. Computation
0 −2 3
1. Given = [1 7 4] , compute 𝑓(𝑨) = −2𝑨3 + 𝑨2 − 7𝑨 + 5𝑰𝟑 .
3 5 9
5 12
2. Find c and k such that [ ] 𝑘 is an orthonormal matrix, 𝑘 > 0.
𝑐 5

III. Application
1. The table below gives the distances, in kilometers, of 4 jeepney destinations along Taft Avenue, Manila.

TO Lawton Padre Faura Gil Puyat EDSA

FROM
Lawton 0 3 8.5 11
Padre Faura 3 0 5.5 8
Gil Puyat 8.5 3 0 2.5
EDSA 11 8 2.5 0

A new fare matrix for jeepneys are proposed, where P7.50 will be charged for the first 4 kilometres and
an additional P1.50 for each succeeding kilometre. Assuming that riding from and going to the same
destination costs nothing, compute for the proposed fare matrix for this route.
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werho.weebly.com 0erhomyhero@gmail.com f
/erhoismyhero T
@erhomyhero
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2. The data below show, for a consumer finance company operating in six cities, the number of competing
loan companies operating in the city (𝑋) and the number per thousand of the company’s loans made in
that city that are currently delinquent (𝑌):

𝑖 1 2 3 4 5 6
𝑥𝑖 4 1 2 3 3 4
𝑦𝑖 16 5 10 15 13 22

Calculate the Pearson’s Product Moment Correlation Coefficient 𝑟 between 𝑋 and 𝑌 where
𝑛𝒙′ 𝒚 − (1′ 𝒙)(1′ 𝒚)
𝑟=
√[𝑛𝒙′ 𝒙 − (1′ 𝒙)2 ][𝑛𝒚′ 𝒚 − (1′ 𝒚)2 ]

-END OF EXAM-