STAT 456 - MULTIVARIATE DATA ANALYSIS

ASSIGNMENT I

May 19, 2023

INSTRUCTION

ˆ All groups should submit their assignment to the class rep. to be

submitted to the TAs before 11:00 GMT on Tuesday, 23rd May,
2023.

ˆ A group should have either 4 or 5 members. Group members of

every group should do well to write both their names and index
numbers on their work before submission.

ˆ All assignments should be given to the class rep early enough to

be submitted on due date and time. Submission after this deadline
will attract a zero score.

QUESTIONS

1. Find the eigenvalue and corresponding eigenvector of

 
3 1 0
A = 1 2 −1
0 −1 3

2. The yield point and ultimate strength of five samples of steel were measured
and the following data was obtained.
Use it to answer the following questions:

Individual Yield Point Ultimate

1 33 60
2 36 61
3 35 64
4 38 63
5 40 64

(a) Compute the

1
 i. mean vector
ii. covariance matrix
iii. correlation matrix
iv. inverse correlation matrix
(b) Given a point R = (19, 52), calculate the statistical distance of each of
the observational points from R using the
i. covariance matrix
ii. correlation matrix