Description

UTTAR PRADESH RAJARSHI TANDON OPEN UNIVERSITY (UPRTOU)

ASSIGNMENT QUESTION PAPER
Course Code: PGSTAT-302/MASTAT-302
Course Title: Multivariate Analysis
Maximum Marks : 30

Section- A
Long Answer Questions
Note: Attempt any three questions. Each question should be answered in 800 to 1000 Words.
Maximum Marks: 18
1. What is multivariate normal distribution? Estimate the moment generation function of MMD.
2. Discuss about the Wishart distribution. Also find its additive Property.
3. Discuss about the Maholanobis D7 with its various applications.
4. Define multivariate normal distribution with its properties. Also, show that when x is normally distributed the components are mutually independent if the covariance matrix 1s diagonal.

Section – B
Short Answer Questions
Note: Answer any four questions. Answer should be given in 200 to 300 Words.
Maximum Marks: 12
1. Find the characteristic function of MMD.
2. Describe about the multiple and partial short.
3. Define Hoteling T° with its applications.
4. Write short notes on Discriminate Analysis.
5. Obtain MLE of mean vector for multivariate normal population.