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

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Question number: 1

» Multivariate Analysis » Principal Components » Correlations

Appeared in Year: 2015

Essay Question▾

Describe in Detail

Let

Σ=(311131115)

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

ΣIλ=0

3λ1113λ1115λ=0

(3λ)[(3λ)(5λ)1… (525 more words) …

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