matrix is unknown
Correct Answer:- Option-C

Question67:-Consider the testing of equality of means of two multivariate normal
populations
(൮൧, 2) and N(y, ೫) . Then the relationship between Hotelling 72 and Mahalanobis
22.
क + च
^: -72 = N,N, 72
‏د۷‎
‎Bi-z? = M+N2 p2

നാട (1-77-2) 72
D:-p2=(Ni+N2-2 ) 73
Correct Answer:- Option-B

Question68:-Suppose X ~ ,(u, 2) and S is the sample covariance matrix of a
sample of size N. then the Statistic N(X — 1)’ s+( X—y) is

A:-Wishart distribution
B:-Normal distribution
C:-Hotelling 72

D:-Chi square distribution
Correct Answer:- Option-C

5 2
Question69:-Suppose the random variables x, and x. have covariance matrix 8 2),
Proportion of the total population variance explained by first principal component is

A:-1/7
B:-6/7
C:-5/7
D:-2/7
Correct Answer:- Option-B

Question70:-Consider an orthogonal factor model X = M + LF + < . Which of the
following statements is/are true ?

i. Covariance matrix of specific factors is a diagonal matrix.

ii. Common factors and specific factors are uncorrelated.

iii. Variance of . variable is the , ء٥٥٥۸‎

A:-Only (i and ii)

B:-Only (iii)

C:-all the above (i, ii and iii)
D:-Only (i)

Correct Answer:- Option-A

Question71:-The transition probability matrix of a Markov chain {x., n = 0} having