Linear Algebra and Its Applications (5th Edition)
5th Edition
ISBN: 9780321982384
Author: David C. Lay, Steven R. Lay, Judi J. McDonald
Publisher: PEARSON
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Chapter 7.5, Problem 6E
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Consider the information below relating to the monthly rates of return for two companies X and Y over a period of 4 months: Y 2 xRate of return yRate of Return Date Month 1 -4.76 -4.75 Month 2 5.34 7.65 Month 3 12.09 6.98 Month 4 -2.98 9.65 Calculate the covariance per month between the two companies. Show all your working.
(a) In each Australian capital city, a large retail chain has several stores, including in Brisbane and Perth. An analysis of the variations in profits from each of these cities indicates that the variance of monthly profits in Brisbane is about 2570(k$)^2 and the variance of monthly profits in Perth is about 1789(k$)^2 . A comparison of the difference in profits between the two cities indicates that the variance of the monthly difference in profits between these cities is about 1253(k$)^2 .
(i) Calculate the covariance between the two cities' monthly profits using this information.
(ii) Find the correlation (ρ) between the monthly profits in these two cities.
(b) Quality control staff wish to estimate what proportion p of the resistors made in their factory are scrapped due to defects. Based on a random sample of n = 750 resistors from the production line, they calculate the scrapped resistor proportion to be ˆp = 0.016. Use this information to determine an approximate range a. This…
(a) In each Australian capital city, a large retail chain has several stores, including in Brisbane and Perth. An analysis of the variations in profits from each of these cities indicates that the variance of monthly profits in Brisbane is about 2570(k$)^2 and the variance of monthly profits in Perth is about 1789(k$)^2 . A comparison of the difference in profits between the two cities indicates that the variance of the monthly difference in profits between these cities is about 1253(k$)^2 .
(i) Calculate the covariance between the two cities' monthly profits using this information.
(ii) Find the correlation (ρ) between the monthly profits in these two cities.
(b) Quality control staff wish to estimate what proportion p of the resistors made in their factory are scrapped due to defects. Based on a random sample of n = 750 resistors from the production line, they calculate the scrapped resistor proportion to be ˆp = 0.016. Use this information to determine an approximate range a. This…
Chapter 7 Solutions
Linear Algebra and Its Applications (5th Edition)
Ch. 7.1 - Show that if A is a symmetric matrix, then A2 is...Ch. 7.1 - Show that if A is orthogonally diagonalizable,...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 1-6...Ch. 7.1 - Determine which of the matrices in Exercises 7-12...Ch. 7.1 - Determine which of the matrices in Exercises 7-12...
Ch. 7.1 - Determine which of the matrices in Exercises 7-12...Ch. 7.1 - Determine which of the matrices in Exercises 7-12...Ch. 7.1 - Determine which of the matrices in Exercises 7-12...Ch. 7.1 - Determine which of the matrices in Exercises 7-12...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Orthogonally diagonalize the matrices in Exercises...Ch. 7.1 - Prob. 22ECh. 7.1 - Let A=[411141114]andv=[111]. Verify that 5 is an...Ch. 7.1 - Let A=[211121112],v1=[101],andv2=[111]. Verify...Ch. 7.1 - a. An n n matrix that is orthogonally...Ch. 7.1 - a. There are symmetric matrices that are not...Ch. 7.1 - Show that if A is an n n symmetric matrix, then...Ch. 7.1 - Suppose A is a symmetric n n matrix and B is any...Ch. 7.1 - Suppose A is invertible and orthogonally...Ch. 7.1 - Suppose A and B are both orthogonally...Ch. 7.1 - Let A = PDP1, where P is orthogonal and D is...Ch. 7.1 - Suppose A = PRP1, where P is orthogonal and R is...Ch. 7.1 - Construct a spectral decomposition of A from...Ch. 7.1 - Construct a spectral decomposition of A from...Ch. 7.1 - Prob. 35ECh. 7.1 - Let B be an n n symmetric matrix such that B2 =...Ch. 7.2 - Describe a positive semidefinite matrix A in terms...Ch. 7.2 - Compute the quadratic form XTAX, when A=[51/31/31]...Ch. 7.2 - Compute the quadratic form XTAX, when...Ch. 7.2 - Find the matrix of the quadratic form. Assume x is...Ch. 7.2 - Find the matrix of the quadratic form. Assume x is...Ch. 7.2 - Find the matrix of the quadratic form. Assume x is...Ch. 7.2 - Find the matrix of the quadratic form. Assume x is...Ch. 7.2 - Make a change of variable, x = Py, that transforms...Ch. 7.2 - Let A be the matrix of the quadratic form...Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - Classify the quadratic forms in Exercises 9-18....Ch. 7.2 - What is the largest possible value of the...Ch. 7.2 - What is the largest value of the quadratic form...Ch. 7.2 - In Exercises 21 and 22, matrices are n n and...Ch. 7.2 - In Exercises 21 and 22, matrices are n n and...Ch. 7.2 - Exercises 23 and 24 show how to classify a...Ch. 7.2 - Exercises 23 and 24 show how to classify a...Ch. 7.2 - Show that if B is m n, then BTB is positive...Ch. 7.2 - Prob. 26ECh. 7.2 - Let A and B be symmetric n n matrices whose...Ch. 7.2 - Let A be an n n invertible symmetric matrix. Show...Ch. 7.3 - Let Q(x)=3x12+3x22+2x1x2. Find a change of...Ch. 7.3 - Prob. 2PPCh. 7.3 - In Exercises 1 and 2, find the change of variable...Ch. 7.3 - In Exercises 1 and 2, find the change of variable...Ch. 7.3 - In Exercises 3-6, find (a) the maximum value of...Ch. 7.3 - In Exercises 3-6, find (a) the maximum value of...Ch. 7.3 - In Exercises 3-6, find (a) the maximum value of...Ch. 7.3 - In Exercises 3-6, find (a) the maximum value of...Ch. 7.3 - Let Q(x)=2x12x22+4x1x2+4x2x3. Find a unit vector x...Ch. 7.3 - Let Q(x)=7x12+x22+7x324x1x24x1x3. Find a unit...Ch. 7.3 - Find the maximum value of Q(x)=7x12+3x222x1x2,...Ch. 7.3 - Find the maximum value of Q(x)=3x12+5x222x1x2,...Ch. 7.3 - Suppose x is a unit eigenvector of a matrix A...Ch. 7.3 - Prob. 12ECh. 7.3 - Prob. 13ECh. 7.3 - Prob. 14ECh. 7.3 - Prob. 15ECh. 7.3 - Prob. 16ECh. 7.3 - In Exercises 3-6, find (a) the maximum value of...Ch. 7.4 - Given a singular value decomposition, A = UVT,...Ch. 7.4 - Prob. 2PPCh. 7.4 - Find the singular values of the matrices in...Ch. 7.4 - Find the singular values of the matrices in...Ch. 7.4 - Find the singular values of the matrices in...Ch. 7.4 - Find the singular values of the matrices in...Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find an SVD of each matrix in Exercises 512....Ch. 7.4 - Find the SVD of A=[322232] [Hint: Work with AT.]Ch. 7.4 - In Exercise 7, find a unit vector x at which Ax...Ch. 7.4 - Suppose the factorization below is an SVD of a...Ch. 7.4 - Prob. 16ECh. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - Prob. 21ECh. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - Prob. 23ECh. 7.4 - In Exercises 1724, A is an m n matrix with a...Ch. 7.4 - Prob. 25ECh. 7.5 - The following table lists the weights and heights...Ch. 7.5 - The following table lists the weights and heights...Ch. 7.5 - In Exercises 1 and 2, convert the matrix of...Ch. 7.5 - In Exercises 1 and 2, convert the matrix of...Ch. 7.5 - Find the principal components of toe data for...Ch. 7.5 - Find the principal components of the data for...Ch. 7.5 - [M] A Landsat image with three spectral components...Ch. 7.5 - [M] The covariance matrix below was obtained from...Ch. 7.5 - Prob. 7ECh. 7.5 - Prob. 8ECh. 7.5 - Suppose three tests are administered to a random...Ch. 7.5 - [M] Repeal Exercise 9 with S=[5424114245]. 9....Ch. 7.5 - Prob. 11ECh. 7.5 - Prob. 12ECh. 7.5 - The sample covariance matrix is a generalization...Ch. 7 - Mark each statement True or False. Justify each...Ch. 7 - Prob. 2SECh. 7 - Let A be an n n symmetric matrix of rank r....Ch. 7 - Let A be an n n symmetric matrix. a. Show that...Ch. 7 - Prob. 5SECh. 7 - Let A be an n n symmetric matrix. Use Exercise 5...Ch. 7 - Prove that an n n matrix A is positive definite...Ch. 7 - Use Exercise 7 to show that if A is positive...Ch. 7 - If A is m n, then the matrix G = ATA is called...Ch. 7 - If A is m n, then the matrix G = ATA is called...Ch. 7 - Prove that any n n matrix A admits a polar...Ch. 7 - Prob. 12SECh. 7 - Prob. 13SECh. 7 - Given any b in m, adapt Exercise 13 to show that...
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