Statistics 4M03 / 6M03 - Assignment #2

1999-10-26

Due: 1999-11-10


A. Show that, under suitable conditions, the log of the generalised sample variance is approximately a linear function of the total sample variance.

B. Do the following problems from Chapters 3 & 4 of Johnson & Wichern, Applied Multivariate Statistical Analysis, 4th edition. You may use Splus or Matlab to do any calculations.

3.2, 3.4, 3.6, 3.7, 3.8, 3.9, 3.10, 3.12.

4.2, 4.6, 4.7, 4.12.


Statistics 4M03/6M03