Answer :
The covariance of z and w, Cov(z,w), as Cov(z,w) = Cov((y- y)/√S,(y- y)/√S) = Cov(1/√S,1/√S) = 1/S = 0.1135.
(a) Using the data given, we can find the sample mean, variance and correlation coefficient as follows:
The sample mean, y, is given by y = (1/80) * Σyᵢ = 49.45.
The sample variance, S², is given by S² = (1/79) * Σ(yᵢ - y)² = 8.798.
The correlation coefficient, R, is given by R = (1/78) * Σ((yᵢ - y)/S)((yⱼ - y)/S) = 0.987.
(b) We can find the inverse of the sample variance, ISI, as ISI = 1/S = 0.1135. The trace of the sample variance, tr(S), is equal to the sum of the diagonal elements of S, which is tr(S) = S₁₁ + S₂₂ + S₃₃ + S₄₄ = 35.187.
For part 2, (a) we can find the standardized variables z and w as zᵢ = (yᵢ - y)/√S and wᵢ = (yᵢ - y)/√S for i = 1,2,...,80. The variances of z and w are both equal to 1.
(b) We can find the covariance of z and w, Cov(z,w), as Cov(z,w) = Cov((y- y)/√S,(y- y)/√S) = Cov(1/√S,1/√S) = 1/S = 0.1135.
To know more about covariance, refer here:
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Complete question:
The data (Elston and Grizzle 1962 in T3_6_BONE on CANVAS) given below consist of measurements yıy2,y3, and y4 of the ramus bone at four different ages on each of 20 boys. (a) Find y, S, and R. (b) Find ISI and tr(S). 02. For the same dataset in question 1, define (a) Find z, w and variances of z and w. (b) Find Cov(z,w).
y1 y2 y3 y4
47.8 48.8 49 49.7
46.4 47.3 47.7 48.4
46.3 46.8 47.8 48.5
45.1 45.3 46.1 47.2
47.6 48.5 48.9 49.3
52.5 53.2 53.3 53.7
51.2 53 54.3 54.4
49.8 50 50.3 52.7
48.1 50.8 52.3 54.4
45 47 47.3 48.3
51.2 51.4 51.6 51.9
48.5 49.2 53 55.5
52.1 52.8 53.7 55
48.2 48.9 49.3 49.8
49.6 50.4 51.2 51.8
50.7 51.7 52.7 53.3
47.2 47.7 48.4 49.5
53.3 54.6 55.1 55.3
46.2 47.5 48.1 48.4
46.3 47.6 51.3 51.8