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this is multivariate analysis '5. We use discriminant analysis on data for two variables X1 and X3 from three groups Cl, C2 and C3. The

this is multivariate analysis

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'5. We use discriminant analysis on data for two variables X1 and X3 from three groups Cl, C2 and C3. The number of observations for each of the three groups isI respectively: 1:1 2 25., 212 = 35 and 113 = 25. The sample means and comriance matrices for the different groups are.' 91 I33 1 [)3 X1 = (1.l18)* X2 = (41?) IE 2 (1:12) .2 = 25.2 22.5 s = 52.2 52.2 s = 22.2 15.2 1 22.5 12.5 ' 1 52.2 41.2 * 3 15.2 21.5 ' We also have a new observation X = {Ill1 UT. [i] {4 pts] Determine the betweengroup sum of squares matrix B and the pooled sample covariance matrix Spud used for the discriminant analysis. {11) {4 p25} Determine the rst two 11125225155515 51 f1, f5. f3 and Jr and plot them. {iii} [3 ptsj To which of the three groups would you allocate X? Justify your answer. {iv} [2 pts) In general. for a discriminant analysis with (3' groups and u observations on 1: variables, what is the maidmum number of discriminants you can use? {iv} {4 pts] In general. what is the difference between making a plot of the rst two principal components, and a plot of the rst two discriminants? W'hen would you use each

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