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S135-LE3-001
Statistics 135 Matrix Theory for Statistics
Third Long Exam Second Semester, AY 2014 -2015

1. Prove the theorem: If x1 , x 2 ,..., x k are eigenvectors of a matrix A for distinct eigenvalues 1 , 2 ,..., n ,

respectively, then the set {x1 , x 2 ,..., x k } is LIN.

2. Prove that if A is symmetric and rk ( A)  1 , then I  A  1  tr ( A) .

3. Which of the given subsets of M 23 of all 2 x 3 matrices are subspaces? Justify your answer.

a b c
d e where a  c  0 and b  d  f  0
f 
a.

a b c
d e where a  2c and f  2e  d
f 
b.


4. For what values of c are the vectors  10 0 10 ,  4 2 4 and 1 1 c  in 3 :

T T T

a. Linearly dependent
b. Linearly independent

0 1 1 
 
5. Let A  1 0 1 .
 
1 1 0

a. Find all the eigenvalues of A and their corresponding eigenvectors.

b. Diagonalize A .

c. Find the spectral decomposition of A .

d. Verify that the eigenvectors of distinct roots of a symmetric matrix are orthogonal.
6. Suppose that the set V is the set of positive real numbers (i.e., x  0 ) with addition and scalar
multiplication defined as follows:
x  y  xy c  x  xc
Determine whether this set under the operations defined above is a vector space.
7. Suppose there are 10 respondents with the following measurements taken on each of them.

Respondent Monthly salary (in Number of years Number of

number pesos) employed in the company dependents
1 35,000 5 1
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2 40,000 10 0
3 18,000 1 2
4 25,000 7 3
5 22,000 3 4
6 15,000 1 0
7 30,000 2 1
8 50,000 3 2
9 44,000 20 3
10 38,000 6 1

Define xi   xi1 xi 2 xi 3  , where xij represents the measurement taken on the ith respondent for the jth variable,

i  1, 2,...,10 and j  1, 2,3 .

1 10 1 10
Define the sample covariance matrix S  
9 i 1
( xi  x )( xi  x )T where x   xi , is the sample mean vector.
10 i 1
Using the data above:
a. Compute for the sample mean vector x .
b. Compute for the sample covariance matrix S .
c. Find all the eigenvalues of S using their corresponding eigenvectors.
d. Find the inverse of matrix S using its eigenvalues and eigenvectors.
e. Find the square root matrix of S using its eigenvalues and eigenvectors.

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