2.32. (Sec. 2.5) (a) Show that finding Ot to maXimize the absolute value of the correlation hetween...

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2.32. (Sec. 2.5)

(a) Show that finding Ot to maXimize the absolute value of the correlation hetween Xi and Ot' X(2) is equivalent to maximizing (u;i)Ot)l subject to Ot'l:220t constant.

(b) Find Ot by maximizing (u(i)OtJ2 - A(Ot '::;22 Ot - C), where c is a constant and A is a Lagrange multiplier. 4J

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 06:01 AM

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2.32. (Sec. 2.5) (a) Show that finding Ot to maXimize the absolute value of the correlation hetween Xi and Ot' X(2) is equivalent to maximizing (u;i)Ot)l subject to Ot'l:220t constant. (b) Find Ot by...
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2.32. (Sec. 2.5) (a) Show that finding Ot to maXimize the absolute value of the correlation hetween...

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An Introduction To Multivariate Statistical Analysis

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