Statistic

A)   For the data set in Exercise 2.1.B, evaluate (X^TA^TB), (B^TB), and (B^TB – X^TA^TB).

For the solution that you obtained in Exercise 2.1.Cè

B)   Use the results from A–above to evaluate the correlation coefficient (r).

C)   Evaluate (X^T(A^TA) X) and the unbiased .

D)   Calculate the variance/covariance matrix of AX = B.

E)    Calculate the 95% confidence intervals for the x_j Î X.

F)    Calculate the eight values of var(_i) at i = 1, 16, 32, …, 128.

G)   Calculate 95% confidence intervals on the eight _i at i = 1, 16, 32, …, 128.

H)   Graph the model  and its 95% confidence envelop on a scatter plot of the data.

I)     Make a plot of the residuals and analyze its characteristics.

J)    Fill in the ANOVA table below and test the hypothesis H_o :  ¹ B  with a-risk = 0.05

ANOVA