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Multivariate Analysis Homework 1 - Michigan State University

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Multivariate Analysis Homework 1 A49109720 Yi-Chen Zhang March 16, 2018 4.2. Consider a bivariate normal population with 1 = 0, 2 = 2, ˙ 11 = 2, ˙ 22 = 1, and ˆ 12 = 0:5. (a)Write out the bivariate normal density. (b)Write out the squared generalized distance expression (x 1 )T (x ) as a function of x 1 and x 2.

  Analysis, Normal, Homework, Multivariate, Multivariate analysis homework 1

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