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# Write down the principal components Y1 and Yz in terms of the Original variables X1and Xz [3]Write down the principal components P1 and Pz in terms of the Original ...

## Question

###### Write down the principal components Y1 and Yz in terms of the Original variables X1and Xz [3]Write down the principal components P1 and Pz in terms of the Original variables Z1 and Zz [3]What percentage of the variation does Yi account for? [1]Find Cov(Y1 Y2) and Cov(Yi Xi)[3]Find Cov(P1 P-) and Cov(P1 Zi).[3]

Write down the principal components Y1 and Yz in terms of the Original variables X1and Xz [3] Write down the principal components P1 and Pz in terms of the Original variables Z1 and Zz [3] What percentage of the variation does Yi account for? [1] Find Cov(Y1 Y2) and Cov(Yi Xi) [3] Find Cov(P1 P-) and Cov(P1 Zi). [3]

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