Consider a sample of size n1 = 16 from N2(j1, E1) and a sample of size...
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Consider a sample of size n1 = 16 from N2(j1, E1) and a sample of size n2 Question 1 N2(ji2, E2). Assume E1 = E2. The summary statistics for these two samples are 16 from 80 16 83 [16 S2 4 S1 4 83 16 80 4 16 1. Derive the Hotelling's T2 for testing Ho : ji1 = jl2; 2. Plot 95% confidence region for - 2; 3. Find the coefficient vector a for the linear combination most responsible for rejection; 4. Find a 95% confidence interval for a ( - ji2); 5. Find 95% simultaneous confidence intervals for 11 H21, #12 - #22, and (412 - µ11) – (µ22 – 21) with Bonferroni correction. Consider a sample of size n1 = 16 from N2(j1, E1) and a sample of size n2 Question 1 N2(ji2, E2). Assume E1 = E2. The summary statistics for these two samples are 16 from 80 16 83 [16 S2 4 S1 4 83 16 80 4 16 1. Derive the Hotelling's T2 for testing Ho : ji1 = jl2; 2. Plot 95% confidence region for - 2; 3. Find the coefficient vector a for the linear combination most responsible for rejection; 4. Find a 95% confidence interval for a ( - ji2); 5. Find 95% simultaneous confidence intervals for 11 H21, #12 - #22, and (412 - µ11) – (µ22 – 21) with Bonferroni correction.
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