ThatQuiz Test Library Take this test now
Multivariate Laplace distribution - Quiz
Contributed by: McCabe
  • 1. What are multivariate Laplace distributions extensions of?
A) Only the standard Laplace distribution
B) The normal distribution to multiple variables
C) The Laplace distribution and the asymmetric Laplace distribution to multiple variables
D) Univariate uniform distributions
  • 2. What are the marginal distributions of symmetric multivariate Laplace distribution variables?
A) Normal distributions
B) Laplace distributions
C) Uniform distributions
D) Asymmetric Laplace distributions
  • 3. What are the marginal distributions of asymmetric multivariate Laplace distribution variables?
A) Asymmetric Laplace distributions
B) Exponential distributions
C) Standard normal distributions
D) Symmetric Laplace distributions
  • 4. In the characteristic function of the symmetric multivariate Laplace distribution, what does the symbol represent?
A) The correlation coefficient
B) The covariance matrix
C) The standard deviation vector
D) The vector of means for each variable
  • 5. In the characteristic function of the symmetric multivariate Laplace distribution, what does represent?
A) The vector of means
B) The modified Bessel function
C) The covariance matrix
D) The dimension parameter
  • 6. How do symmetric multivariate Laplace variables behave when the covariance matrix has zero covariance and correlation, compared to the multivariate normal distribution?
A) They become uniformly distributed
B) They have zero variance
C) They are not independent
D) They are independent
  • 7. What geometric property does the symmetric multivariate Laplace distribution possess?
A) It is rectangular
B) It is elliptical
C) It is spherical only
D) It is linear
  • 8. In the probability density function when equals zero, what does represent?
A) The dimension of the distribution
B) The correlation coefficient
C) The standard deviation
D) The mean vector
  • 9. In the probability density function formula, what function is represented by?
A) The modified Bessel function of the second kind
B) The standard normal cumulative distribution function
C) The characteristic function
D) The gamma function
  • 10. What is the mean of the asymmetric multivariate Laplace distribution?
A) Sigma
B) Zero
C) One
D) mu
  • 11. What does the covariance of the asymmetric multivariate Laplace distribution become?
A) Sigma + mu' mu
B) Sigma squared
C) Sigma
D) mu' mu
  • 12. Under what condition is the asymmetric multivariate Laplace distribution elliptical?
A) Sigma = 0
B) mu = 1
C) Sigma = mu
D) mu = 0
  • 13. In the probability density function, what parameter is defined as v = (2 - k) / 2?
A) v
B) Sigma
C) mu
D) k
  • 14. What is the formula for X in the simulation method of bivariate asymmetric Laplace variables?
A) W * Y + mu
B) sqrt(W) * Y + W * mu
C) sqrt(W * Y) + mu
D) W * sqrt(Y) + W * mu
  • 15. What is the dimension of the asymmetric multivariate Laplace distribution denoted by in the pdf formula?
A) k
B) v
C) Y
D) W
Created with That Quiz — the site for test creation and grading in math and other subjects.