# Multivariate Analysis-Principal Components (ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern)): Questions 1 - 1 of 1

Get 1 year subscription: Access detailed explanations (illustrated with images and videos) to **39** questions. Access all new questions we will add tracking exam-pattern and syllabus changes. View Sample Explanation or View Features.

Rs. 200.00 or

## Question number: 1

» Multivariate Analysis » Principal Components » Correlations

Appeared in Year: 2015

### Describe in Detail

Let

Determine

(i) The principal components y _{1}, y _{2} and y _{3}.

(ii) The proportion of variance explained each one of them.

(iii) Correlation between the first principal components y _{1} and the third original random variable.

### Explanation

First find the eigen value and eigen vector pairs

To solve this equation, we get the eigen values is

The corresponding eigen vector for each eigen value is by using normalize the eigen vector by the equation

For λ _{1} =6,