1

DIVISION OF LIBERAL ARTS AND HUMAN SERVICES

a s C o l l e g e o f S c i e n c e , Te c h n o l o g y and
Applied Arts
o f Tr i n i d a d a n d To b a g o

EXAM I Solutions
Stat 401: Multivariate Statistical Analysis
TIME:
DATE:
STUDENT NAME:
CENTRE: City
LECRURER: Dr. Ramon Hernandez

STUDENT ID NO.
101101

INSTRUCTIONS
This examination comprises of a Section 1 with thee (3) lomg answer questions

and a Section 2, a multiple choice/short answer section of five (5) questions. You

are required to complete ALL questions.

You are required to write your answers neat and legibly. Show all work. A correct
answer without work shown is worth zero (0) points.
All unauthorized material must be removed from your desk before beginning the
exam.
No computers or smart phones of any type allowed in the exam

DO NOT TURN THIS PAGE UNTIL YOU ARE TOLD TO DO SO.

Section 1

1. This question is based on the following dataset:

 2

Group X1 S1L S1R X 2 S 2 L S2 R X3 S1L S1R X 4 S2 L S 2 R

1 123 141.4 4 0
1 122.5 141.8 0 1.6
1 123.5 141.6 3.2 0.8
2 123.5 142 1.6 3.0
2 124 141.5 2.4 0.7
2 125 142 1.4 1.2
Background information:
This dataset is from glaucoma tests done on five patients. S1L is the response of
the left eye to Stimulus 1 and S1R is the response of the patients right eye to
Stimulus 1. The variable X1 = S1L + S1R is the total response of both eyes to
Stimulus 1. The five measurements (observations) under of this variable is the
total response data from the five patients. X2 S2 L S2 R means that variable X2
measures the total response of the five patients to Stimulus 2. X3 S1L S1R
measures the difference between the left and right eye response to Stimulus 1,
and X4 S2 L S2R is the difference in left and right eye response to Stimulus 2.
Situation:
We will now consider only variables X1 and X2 . The scatterplot for
X1 x vs. X 2 y
is given on Page 3 (Chart A). We do not have a good separation
of the variables (no clear line dividing the scatterplot into two regions of
classification). So we need to rotate the axes to get a clear separation.
Question: Rotate the coordinate system by 30, that is, compute [10]
u cx sy
and
v sx cy
where c cos /6 0.866, and s sin /6 0.5 for all six observations.
Solution:
X, Y Point u- coordinate v- coordinate
(123, 141.4) 177.2 60.95
(122.5, 141.8) 176.99 61.56
(123.5, 141.6) 177.75 6.9
(123.5, 142) 177.95 61.2
(124, 141.5) 178.1 60.54
(125, 142) 179.25 60.47
 3

a. Draw the scatterplot for the six points on the rotated axis given at Chart B on
the following page and rain the points onto the u axis. Verify if we affected
a separation of variables onto the u-axis. (If this is so, then all the information
on the points contained in the two axes in the xy system, is now contained in
one axis, the u-axis in the uv system. This is called reduction of axes.)
[15]

Scatterplot of Points in Rotated-System

142.2

142

141.8

141.6

141.4

141.2

141
122 122.5 123 123.5 124 124.5 125 125.5

B
 4

2. Consider the bivariate dataset below. This dataset for a Multiple Sclerosis
experiment, consists of two variable: X1, the left arm response to a given stimulus,
and X2 the right leg response to the same stimulus for two MS patients.
X1 X2
X 2 6

6 20
Find:
a. The mean vector [4,13]
[3]
b. The covariance matrix [6]
Solution:
Using the H matrix:
1 1

1 1 0 1
1 1 2 2
H In Jn
2 1 1 1
n 0 1 1
2 2
Then
4 14
AT HA
14 49
c. The correlation matrix [6]
Solution:
ij
ij
i2 j2
For example:
12
12
12 22
Thereby,
1 1

1 1

d. The total variance VT [2]

Solution:
i2 12 22 4 49 53
Total Variance =
e. The Generalized variance
VG [3]
Solution:
Generalized Variance = det = 4 49 14 14 196 196 0
 5

f. The Mahalanobis Transformation of the data matrix X (if it exists). [20]

Solution:
2 6
A
6 20
Eigenvalues:
A I 0
2 6
6 0
20
2 20 36 0
2 22 4 0
1 21.82, 2 0.18
Using 1 21.82, we have
1
v1
3.3
Using 2 0.18 , we have
3.3
v2
1
Normalizing the eigenvectors:
Ni vi viT
N 3.4
Let the normalized vector for vi be ei . Thus,
v
ei i
N
and
1/3.4 0.3
e1
3.3 /3.4 ~1
3.3 /3.4 1
e2 0.3
1/3.4
The Mahalanobis Transformation:
 6

1

Z X 2

1 1

2
T 2

1
0
0.3 1 21.82 0.3 1
=
1 0.3 1
1 0.3
0
0.18
2.37 0.65
=
0.64 0.42
And
2 6
X A 4 13
6 20
2 7

2 7
Therefore,

1
2.37 0.65 2 7
Z 2 X
0.64 0.42 2 7
6 21.1
=
2.13 7.46

3. Find the matrices and for the data matrix given in Question 2 above using
the deviation method. [25]
Solution:
 7

2 6
A
6 20
26 6 20
X1 4 and X 2 13
2 2
2 1 2
d1 X1 X 1 J1 4
6 1 2
6 1 7
d2 X2 X 2 J1 13 1 7
20
2
2 11 d1T d1 2 2 8
2
11 8 /2 4
7
2 22 d2T d2 7 7 98
7
22 98 /2 49
7
2 12 d1T d2 2 2 28
7
12 21 28 /2 14
Thus,
11 12 4 14
14 49
21 22

The correlation matrix, :

ij
ij
i2 j2
11 4
11 1
2
1 1 2
4 4
22 49
22 1
2
2 2 2
49 49
12 14
12 1 21
12 22 4 49
1 1

1 1
 8

Section 2
Each question in this section is worth 3 points.

1 , 2 ,..., p
1. The mean vector of a p-variate random variable is written
True False

2. The A matrix of the dataset

3X 2
2X3 X 4
X1 2 X3
is:
3 0 0 0 0 0 3 0 0 3 0 0 0 3 0 0
0 2 0 1 0 2 0 0 0 0 2 1 2 0 0 1

1 2 0 0 0 1 2 0 1 0 2 0 0 0 1 2
a. b. c. d.

3. If a joint random vaiable has a density function given as

f x1 , x2 , x3 , x4 f x1 f x2 f x3 f x4
, what does this tell you about the
variables X1 , X2 , X3 and X 4 ? The variables are independent

4. A covariance matrix has a spectral decomposition given as

1 1 1 3 0 0 1 0 1
0 1 -1 0 2 0 1 1 0
T

1 0 1 0 0 0 1 -1 1

The matrix is
a. Positive definite
b. Positive semi-definite

5. We can find the Mahalanobis Transfomation of the data matrix A that generated
the covariance matrix given in Question 4 above.
True False