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The following measurements x1 and x2 were made on a sample of four genuine ten pound notes. 2. Genuine (A) X1 4 X2 1 7 11 9 6 8 Similar measurements were made on a sample of five forged ten pound notes. (a) Show that the sample covariance matrix for group A is equal to 17.667 4.333 1.667 4.333 to 3 decimal places. 13.3 5.55) (b) Given that EB : | for the sample of forged ten 5.55 5.8 pound notes, calculate the pooled covariance matrix.

The following measurements x1 and x2 were made on a sample of four genuine ten pound notes. 2. Genuine (A) X1 4 X2 1 7 11 9 6 8 Similar measurements were made on a sample of five forged ten pound notes. (a) Show that the sample covariance matrix for group A is equal to 17.667 4.333 1.667 4.333 to 3 decimal places. 13.3 5.55) (b) Given that EB : | for the sample of forged ten 5.55 5.8 pound notes, calculate the pooled covariance matrix.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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The following measurements x, and x2 were made on a sample of four genuine ten pound notes. 2. Genuine (A) X1 4 X2 6 1 7 11 8 Similar measurements were made on a sample of five forged ten pound notes. (a) Show that the sample covariance matrix for group A is equal to 17.667 4.333 1.667 4.333 to 3 decimal places. Given that Eg = (3.3 5.55) for the sample of forged ten 5.55 5.8 pound notes, calculate the pooled covariance matrix. (b) (c) Use Box's M-test to test at the 5% significance level whether the group covariance matrices are equal.
Transcribed Image Text:The following measurements x, and x2 were made on a sample of four genuine ten pound notes. 2. Genuine (A) X1 4 X2 6 1 7 11 8 Similar measurements were made on a sample of five forged ten pound notes. (a) Show that the sample covariance matrix for group A is equal to 17.667 4.333 1.667 4.333 to 3 decimal places. Given that Eg = (3.3 5.55) for the sample of forged ten 5.55 5.8 pound notes, calculate the pooled covariance matrix. (b) (c) Use Box's M-test to test at the 5% significance level whether the group covariance matrices are equal.
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