Exercise 14.5.3. What are the principal components associated with = 5 0 0 0
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Exercise 14.5.3. What are the principal components associated with
Σ =
⎡
⎢⎣
5 0 0 0 0 3 0 0 0 0 3 0 0 0 0 2
⎤
⎥⎦
?
Discuss the problem of reducing the variables to a two-dimensional space.
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