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
Describe in Detail
(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.
First find the eigen value and eigen vector pairs