+3 Sem-VI

STA-CC-14(H)
Arts/Sc(R/B)NC
April,2024

MULTIVARIATE ANALYSIS AND NON PARAMETRIC METHODS

Full Marks-60 Time- 3 Hrs.

Section-A
1. Answer the following questions (8x1=8)
a. the coefficient of ------------------------------ is a measure of how well a given variable
can be predicted using a linear function of a set of other variables.
b. The bivariate normal distribution is the statistical distribution with probability density
function ---------------------------------------
c. In probability theory and statistics, the multivariate normal distribution is otherwise
known as multivariate ----------------------------------- distribution, is a generalization of
the one-dimensional (univariate) normal distribution to higher dimensions.
d. -------------------------------- measures the degree of association between two random
variables, with the effect of a set of controlling random variables removed.
e. Non parametric tests are used when the data do not meet the assumptions of -----------
---------- test.
f. Kruskal-Wallis test is used to test for comparing more than -------------independent
groups.
g. The Mann-Whitney U test is a non parametric alternative to independent -------------
test.
h. The Wilcoxon signed-rank test is used for comparing ----------------- related groups.

Section-B
2. Answer any Eight Questions in 2-3 sentences (8x1.5=12)
a. Define multivariate normal distribution.
b. Define random vector.
c. Define probability mass function.
d. Define probability density function.
e. Write any two properties of bivariate normal distribution.
f. Write any two properties of multivariate normal distribution.
g. Define bivariate normal distribution.
h. Define parametric test.
i. Define non-parametric test.
j. write the formula of Kruskal Wallis test.

Section-C
3. Answer any Eight Questions in 75 words (8x2=16)
a. Define marginal probability distribution.
b. Define conditional probability distribution.

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 c. Define covariance matrix.
d. Define multiple correlation coefficient.
e. Write any two properties of multiple correlation coefficient.
f. Write the formula of H statistic of Kruskal-Wallis test.
g. Write the formula and null hypothesis of Mann-Whitney U test.
h. Write any two advantages of non-parametric tests.
i. Write the null hypothesis and formula of Wilcoxon signed rank test.
j. Write the formula of test statistic of run test of randomness of small samples.
Section-D
Answer ALL Questions (4x6=24)

4. Define If (X,Y) has a bivariate normal distribution find the marginal density function
𝑓 (𝑥) of X and write it’s properties.
OR
If X and Y follow bivariate normal distribution find the marginal distribution of X
and Y and conditional distributions.
5. Explain partial correlation coefficient and its properties.
OR
Discuss multivariate normal distribution with its properties.
6. Explain test for randomness based on total number of runs with its hypothesis.
OR
Explain one Kolmogorov Smirnov one sample test with its hypothesis testing.
7. Explain Kolmogorov Smirnov two samples test with its hypothesis testing.
OR
Explain Kruskal-Wallis test briefly with its hypothesis testing.

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