The GATE Grind

GATE 2021 ST – Question 34

Multivariate Analysis · Hotelling Tests and Correlation · 1 mark · Numerical answer

Three iid observations from a bivariate normal population with unknown mean μ and positive definite covariance Σ are (1,2)ᵀ,(4,−2)ᵀ,(−5,0)ᵀ. Find the p-value for the likelihood-ratio test μ=0 against μ≠0,to two decimals.

Practise this question in The GATE Grind →

Show answer and explanation

Correct answer: 1.00 to 1.00

Explanation

The sample mean is exactly zero. Thus the constrained and unrestricted mean estimates coincide,and their maximized likelihoods agree. The discrepancy statistic is its minimum zero (Hotelling T² is also zero),so the upper-tail p-value is **1.00**.

More Hotelling Tests and Correlation questions

All Hotelling Tests and Correlation questions →