Question:Let Z1=0.8X1+0.6X2 and Z2=−0.6X1+0.8X2 be the first and second
principal components with corresponding eigenvalues λ1=3.82 and...
Question
Let Z1=0.8X1+0.6X2 and Z2=−0.6X1+0.8X2 be the first and second
principal components with corresponding eigenvalues λ1=3.82 and...
Let Z1=0.8X1+0.6X2 and Z2=−0.6X1+0.8X2 be the first and second
principal components with corresponding eigenvalues λ1=3.82 and
λ2=0.18. Then, cov(X1,3Z2)=0.76