Question
Question 1 (14 Marks): using R software The multivariate observed data is stored in the data file Assignement2.RData. This data frame contains 34 observations of
Question 1 (14 Marks): using R software
The multivariate observed data is stored in the data file Assignement2.RData. This data frame contains 34 observations of an unknown random bivariate vector X = (X1,X2) with unknown population mean = (1,2) and unknown covariance matrix .
In your answers to (a) - (e) include the R script accordingly.
(a) (4 Marks) Provide the histograms and the appropriate Q-Q plots for testing normality of marginal distributions of X. Give your interpreta- tion.
(b) (2 Marks) Compute the generalized distance for each observation.
(c) (2 Marks) Provide the appropriate Q-Q plot for the distance data ob-
tained in (b). Does X follow a bivariate normal distribution? Explain.
(d) (3 Marks) Provide the 95% confidence ellipse for the population mean
vector = (1, 2).
(e) (3 Marks) Obtain 90% Bonferroni simultaneous confidence intervals for
1 and 2.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started