1

1. This question is based on the following dataset:

Group X1 S1L S1R X 2 S2 L S2 R X3 S1L S1R X 4 S 2 L S2 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 S2R means that variable X2
X S1L S1R
measures the total response of the five patients to Stimulus 2. 3
measures the difference between the left and right eye response to Stimulus 1,
and X 4 S2 L S2 R is the difference in left and right eye response to Stimulus 2.
Situation:
We will now consider only variables X1 and X 2 . The scatterplot for
X1 x vs. X2 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
 2

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
 3

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 X 2
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:
 4

4 49 14 14 196 196 0
Generalized Variance = det =
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,
vi
ei
N
and
1/3.4 0.3
e1 ~1
3.3 /3.4
3.3 /3.4 1
e2
1/3.4 0.3
The Mahalanobis Transformation:
 5

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:
 6

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
12 12 4 4
22 49
22 1
2
2 2 2
49 49
12 14
12 1 21
2
1 2
2
4 49
1 1

1 1
 7

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 X4
X1 2 X 3
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
X , X , X and X 4 ?
variables 1 2 3 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