Each pair of principal components has 0 sample covariance. The sum of the variances of the principal
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Each pair of principal components has 0 sample covariance. The sum of the variances of the principal components equals n, the number of variables. Because each of the standardized variables has a variance of 1, this means the principal components decompose the total variance of the n standardized variables.
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Marketing Analytics: Data-Driven Techniques With Microsoft Excel
ISBN: 216520
1st Edition
Authors: Wayne L Winston
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