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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 X2 4 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 4.333 1.667 to 3 decimal places. 13.3 5.55) (b) Given that EB *) for the sample of forged ten 5.8 pound notes, calculate the pooled covariance matrix. 5.55

The following measurements x1 and x2 were made on a sample of four genuine ten pound notes. 2. Genuine (A) X1 X2 4 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 4.333 1.667 to 3 decimal places. 13.3 5.55) (b) Given that EB *) for the sample of forged ten 5.8 pound notes, calculate the pooled covariance matrix. 5.55

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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2. The following measurements x, and x2 were made on a sample of four genuine ten pound notes. Genuine (A) X1 X2 4 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 4.333 1.667 to 3 decimal places. Given that £B 13.3 5.55) 5.55 *) for the sample of forged ten 5.8 (b) pound notes, calculate the pooled covariance matrix. (c) Use Box's M-test to test at the 5% significance level whether the group covariance matrices are equal.
Transcribed Image Text:2. The following measurements x, and x2 were made on a sample of four genuine ten pound notes. Genuine (A) X1 X2 4 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 4.333 1.667 to 3 decimal places. Given that £B 13.3 5.55) 5.55 *) for the sample of forged ten 5.8 (b) pound notes, calculate the pooled covariance matrix. (c) Use Box's M-test to test at the 5% significance level whether the group covariance matrices are equal.
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