Problem #5: Suppose three tests are administered to a random sample of college students. Let X₁, ..., Xy be observation vectors in R³ that list the three scores of each student, and for j = 1, 2, 3, let xj denote a student's score on the jth exam. Suppose the covariance matrix of the data is Problem #5: S= 130 55 68 55 25 26 68 26 40 Let y = C₁x1 + ₂x2 + c3x3 be an "index" of student performance with c2 + c2 + c = 1 and c₁ ≥ 0. Find the constants C1, C2, C3 so that the variance of y over the data set is as large as possible. 4 Enter the values of c₁, c2, C3 into the answer box below, separated by commas. numbers correct to 2 decimals

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Problem #5: Suppose three tests are administered to a random sample of college students. Let X₁, ..., Xy be observation
vectors in R³ that list the three scores of each student, and for j = 1, 2, 3, let xj denote a student's score on the jth
exam. Suppose the covariance matrix of the data is
Problem #5:
S. =
130
55
68
55 68
25 26
26
40
Let y = C₁x1 + ₂x2 + c3x3 be an "index" of student performance with c + c3 + c3 = 1 and c₁ ≥ 0. Find the
constants C1, C2, C3 so that the variance of y over the data set is as large as possible.
Enter the values of C₁, C2, C3 into the answer box below, separated by commas.
numbers correct to 2 decimals
Transcribed Image Text:Problem #5: Suppose three tests are administered to a random sample of college students. Let X₁, ..., Xy be observation vectors in R³ that list the three scores of each student, and for j = 1, 2, 3, let xj denote a student's score on the jth exam. Suppose the covariance matrix of the data is Problem #5: S. = 130 55 68 55 68 25 26 26 40 Let y = C₁x1 + ₂x2 + c3x3 be an "index" of student performance with c + c3 + c3 = 1 and c₁ ≥ 0. Find the constants C1, C2, C3 so that the variance of y over the data set is as large as possible. Enter the values of C₁, C2, C3 into the answer box below, separated by commas. numbers correct to 2 decimals
Expert Solution
steps

Step by step

Solved in 5 steps with 16 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman