(See Solution) Consider the following eight pairs of measurements on two variables x1 and x2: x_1 x2 -6 -2 -3 -3 -2 1 1 -1 2 2 5 1 6 5 8 3 Plot the data


Question: Consider the following eight pairs of measurements on two variables x1 and x2:

\[{{x}_{1}}\] x2
-6 -2
-3 -3
-2 1
1 -1
2 2
5 1
6 5
8 3
  1. Plot the data as a scatter diagram, and compute \(s_{11}, s_{22}\), and \(s_{12}\).
  2. Using (1-18), calculate the corresponding measurements on variables \(\tilde{x}_{1}\) and \({{\tilde{x}}_{2}}\), assuming that the original coordinate axes are rotated through an angle of \(\theta=26^{\circ}\) [given \(\cos \left(26^{\circ}\right)=.899\) and \(\left.\sin \left(26^{\circ}\right)=.438\right]\)
  3. Using the \(\tilde{x}_{1}\) and \(\tilde{x}_{2}\) measurements from (b), compute the sample variances \({{\tilde{s}}_{11}}\) and \({{\tilde{s}}_{22}}\).
  4. Consider the new pair of measurements \(\left(x_{1}, x_{2}\right)=(4,-2)\). Transform these to measurements on \(\tilde{x}_{1}\) and \(\tilde{x}_{2}\) using \((1-18)\), and calculate the distance \(d(O, P)\) of the new point \(P=\left(\tilde{x}_{1}, \tilde{x}_{2}\right)\) from the origin \(O=(0,0)\) using \((1-17)\). Note: You will need \({{\tilde{s}}_{11}}\) and \(\tilde{s}_{22}\) from (c).
  5. Calculate the distance from \(P=(4,-2)\) to the origin \(O=(0,0)\) using \((1-19)\) and the expressions for \(a_{11}, a_{22}\), and \(a_{12}\) in footnote 2 . Note: You will need \(s_{11}, s_{22}\), and \(s_{12}\) from (a). Compare the distance calculated here with the distance calculated using the \(\tilde{x}_{1}\) and \(\tilde{x}_{2}\) values in (d). (Within rounding error, the numbers should be the same.)

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Solution: The downloadable solution consists of 4 pages
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