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ICAR AICE-JRF/SRF Multivariate Analysis: practice questions

ICAR AICE-JRF/SRF - Agricultural Statistics, Computer Application, Bioinformatics (PhD admission and fellowship) · India · National Testing Agency for ICAR

Original practice questions written to the published syllabus · not past papers
10worked here, free
75written to this exam in this subject
12syllabus units

What this subject covers

Analysing many correlated variables together: the multivariate normal and its estimation, Wishart and Hotelling's T-squared, MANOVA, and the reduction and classification tools agricultural scientists use daily (principal components, factor analysis, discriminant and cluster analysis, Mahalanobis D-squared).

In the exams: AICE-JRF Ag Stat Unit 2 (heavy: MVN, Wishart, Hotelling, MANOVA, PCA, FA, discriminant, cluster named); GATE ST 'Multivariate Analysis' (heavy); UPSC ISS Statistics II (heavy); GATE DA PCA (present)

What ICAR AICE-JRF/SRF asks from it

ICAR AICE-JRF/SRF Agricultural Statistics (Unit 2)

Multivariate normal properties and conditional distributions, Wishart, Hotelling's T² and its F transformation, MANOVA and Wilks' Λ, principal components, factor analysis, discriminant and cluster analysis: definitions, properties and one-step computations.

Where the 75 questions fall

How our questions for ICAR AICE-JRF/SRF spread across the units of Multivariate Analysis. Difficulty: 15 easy, 38 medium, 22 hard.

Multivariate analysis of variance (MANOVA)8
Mahalanobis D-squared and genetic divergence8
Multivariate normal distribution: properties, marginals and conditionals7
Wishart distribution7
Hotelling's T-squared and its applications7
Factor analysis7
Canonical correlation analysis6
Discriminant analysis and classification6
Principal component analysis5
Cluster analysis: hierarchical and k-means5
Multidimensional scaling and correspondence analysis5
Estimation of the mean vector and dispersion matrix4

10 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Multivariate normal distribution: properties, marginals and conditionals · easy

X ~ Nₚ(μ, Σ), and A is a fixed q × p matrix. What is the distribution of AX + b?

  1. N(Aμ, AΣA′ + b)
  2. N(Aμ + b, AΣA′)
  3. N(Aμ + b, AΣ)
  4. N(Aμ + b, A′ΣA)
Answer and working

B. N(Aμ + b, AΣA′)

Linear transformations of a multivariate normal are multivariate normal, with mean Aμ + b and dispersion AΣA′. A′ΣA has the wrong dimensions for a q-vector.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

2 · Estimation of the mean vector and dispersion matrix · medium

Which condition is needed for the sample dispersion matrix S of p variables to be non-singular (with probability one, under normality)?

  1. n > p
  2. n = p
  3. n > 2p
  4. n ≥ 2
Answer and working

A. n > p

S has rank at most n − 1, so n − 1 ≥ p, i.e. n > p, is necessary; under normality it is then non-singular with probability one. In practice n should be several times p.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

3 · Wishart distribution · medium

W₁ ~ Wₚ(m₁, Σ) and W₂ ~ Wₚ(m₂, Σ) are independent. What is the distribution of W₁ + W₂?

  1. W₂ₚ(m₁ + m₂, Σ)
  2. Wₚ(max(m₁, m₂), Σ)
  3. Wₚ(m₁ + m₂, 2Σ)
  4. Wₚ(m₁ + m₂, Σ)
Answer and working

D. Wₚ(m₁ + m₂, Σ)

Additivity: pooling independent Wishart matrices with the same Σ adds degrees of freedom, which is why pooled within-group SSCP matrices are Wishart.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

4 · Wishart distribution · hard

W ~ Wₚ(m, Σ) with m ≥ p. How is |W|/|Σ| distributed?

  1. As F(p, m − p + 1)
  2. As a product of p independent χ²_m variables
  3. As a product of independent χ²_m, χ²_(m−1), ..., χ²_(m−p+1)
  4. As χ²_(mp)
Answer and working

C. As a product of independent χ²_m, χ²_(m−1), ..., χ²_(m−p+1)

Bartlett's decomposition writes W in terms of a triangular matrix with independent chi entries on the diagonal having m, m − 1, ..., m − p + 1 df, so the determinant is their product.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

5 · Hotelling's T-squared and its applications · hard

Two varieties are compared on 3 quality traits with 12 and 10 plants. The sample Mahalanobis D² is 2.5. What is the two-sample T²?

  1. 13.64
  2. 2.50
  3. 300
  4. 55.00
Answer and working

A. 13.64

T² = [n₁n₂/(n₁ + n₂)]D² = (120/22) × 2.5 = 13.64. Its F form is [(n₁ + n₂ − p − 1)/(p(n₁ + n₂ − 2))]T² = (18/60) × 13.64 = 4.09 with (3, 18) df.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

6 · Principal component analysis · hard

Which statement about principal components is correct?

  1. They maximise separation between known groups
  2. They are uncorrelated, and their variances sum to tr(Σ)
  3. They are the same for the covariance and correlation matrices
  4. They are independent for any distribution of X
Answer and working

B. They are uncorrelated, and their variances sum to tr(Σ)

PCs are uncorrelated by construction and preserve total variance; independence needs normality. Covariance and correlation PCA differ in general. Maximising group separation is the aim of discriminant analysis.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

7 · Factor analysis · easy

A standardised variable has loadings 0.8 and 0.3 on two orthogonal factors. What is its communality?

  1. 0.27
  2. 0.64
  3. 0.73
  4. 1.10
Answer and working

C. 0.73

h² = 0.8² + 0.3² = 0.64 + 0.09 = 0.73; its uniqueness is 1 − 0.73 = 0.27. Adding loadings without squaring gives 1.10.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

8 · Canonical correlation analysis · hard

Canonical correlations 0.6 and 0.3 are found between 3 soil and 2 crop variables on 50 fields. What is Bartlett's chi-square for H₀: all ρᵢ = 0, and its df?

  1. 58.56 with 6 df
  2. 24.87 with 6 df
  3. 26.49 with 6 df
  4. 24.87 with 5 df
Answer and working

B. 24.87 with 6 df

−[n − 1 − (p + q + 1)/2]Σ ln(1 − rᵢ²) = −46 × [ln 0.64 + ln 0.91] = 24.87, with pq = 6 df. Omitting the correction gives 26.49; using ln(1 − r) instead of ln(1 − r²) is a slip.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

9 · Cluster analysis: hierarchical and k-means · medium

What does the cophenetic correlation measure?

  1. Correlation between variables within a cluster
  2. Correlation between the two largest clusters
  3. Dendrogram fidelity to original distances
  4. Agreement between two different k-means runs
Answer and working

C. Dendrogram fidelity to original distances

Values close to 1 mean the tree represents the original dissimilarities faithfully; low values warn that the dendrogram distorts the data.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

10 · Mahalanobis D-squared and genetic divergence · hard

For uncorrelated traits with standard deviations σⱼ, what does D² between two population means reduce to?

  1. (Σδⱼ/σⱼ)²
  2. Σδⱼ/σⱼ²
  3. Σ(δⱼ/σⱼ)²
  4. Σδⱼ²
Answer and working

C. Σ(δⱼ/σⱼ)²

With diagonal Σ, Σ⁻¹ has entries 1/σⱼ², so D² = Σδⱼ²/σⱼ²: the sum of squared standardised differences.

Further reading: Johnson and Wichern, Applied Multivariate Statistical Analysis; Anderson, An Introduction to Multivariate Statistical Analysis; Mardia, Kent and Bibby, Multivariate Analysis

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Multivariate Analysis for other exams

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