Question

Write a short notes on

a) Tests of independences of sets of Variates ( multivariate)

   b) Canonical correlations

Answer 1

a)If we claim that the variates are mutually independent so that further statistical analysis such as classification and testing hypothesis of equality of two mean vectors and covariance matrices could be conducted. Relying on the asymptomatic theory of canonical correlation coefficients.

b)canonical correlation analysis is a method for exploring the relationship between two multivariate sets of variables,all measured on the same individual.

Eg: As an example, variables related to exercise and health. On one hand, we have variables associated with exercise,observations such as the climbing rate on a stair steps,the number of pushes per minute.on other hand, we have variables that attempt to measure overall health,such as glucose levels, BMI etc., Two types of variables are measured and the relationship between the exercise and health variables.