STAT 505 Assessment #4

1. Let X be distributed as N3 (, ), where = [1, 2, 1] and

8 0 1
= 0 2 0
1 0 5

(a) Specify the conditional distribution of X1 , given that X3 = x3 .

(b) Specify the conditional distribution of X1 , given that X2 = x2 and X3 = x3 .

2. Let X1 , X2 , . . . , Xn be a random sample from a population distribution with mean and

covariance matrix . What is the approximate distribution of each of the following?

(a) X
(b) n(X ) S 1 (X )

3. Water and mosquito fish samples were collected at a sample of 96 sites in the Florida Ever-
glades in the spring of 1996. The resulting data are stored in the file marsh.dat. The data are
provided in the following columns: 1) station code (alpha-numeric), 2) longitude, 3) latitude,
4) total mercury, 5) methyl mercury, 6) turbidity, 7) total phosphorus, 8) mercury in fish.
The primary variables of interest in this problem are methyl mercury and total mercury.

(a) Find the correlation between methyl mercury and each of the variables: turbidity, total
phosphorus, and mercury in fish. Which of these three variables are strongly correlated
with methyl mercury? Answer this question with a separate hypothesis test of zero
correlation for each pair of variables; use a Bonferroni adjustment for multiplicity. What
are your conclusions?
(b) Repeat part (a) above with total mercury in place of methyl mercury.
(c) Give a 95% confidence interval for the correlation between methyl mercury and total
mercury. Provide an interpretation of this interval.
(d) Give a 95% confidence interval for the partial correlation between methyl mercury and
total mercury given turbidity. Provide an interpretation of this interval.
(e) Compare the correlation between methyl mercury and total mercury with the partial
correlation between those two variables given turbidity. Comment on any dierences.