Following quantities a Compute the maximum likelihood estima

Following quantities. a) Compute the maximum likelihood estimates for the mean vector and the covariance matrix ? . b) Compute the unbiased estimate of the covariance matrix S. (c) The generalized sample variance is |S| = __________. (d) The total sample variance is ____________.

5. The following data consist of measurement made on the levels of three liver enzymes (U/L): aspartate aminotransferase (X1), alanine aminotransferase (X2), and glutamate dehydrogenase (X) in n=10 patients diagnosed with aggressive chronic hepatitis. Assuming these data were sampled from a bivariate normal population. evaluate the following quantities. a) Compute the maximum likelihood estimates for the mean vector and the covariance matrix L. b) Compute the unbiased estimate of the covariance matrix S. (C) The generalized sample variance is ISI = (d) The total sample variance is .

Solution

https://docs.google.com/file/d/0B9ula31P0bV3c1F5U3lFVUpJU0U/edit

https://docs.google.com/file/d/0B9ula31P0bV3bEkxeTVlM0lncnM/edit

sorry for delay (because of lengthy calculatins)