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4. Consider a bivariate case with variance correlation matrix given by _10.8 00.81 For ,0 , the eigen values and eigen vectors are given by
4. Consider a bivariate case with variance correlation matrix given by _10.8 \"00.81 For ,0 , the eigen values and eigen vectors are given by A] = 1.9, e 1 = (0707,0707) A? = 0.1, e 2 = (0.707,0.707) (a) Obtain the first principal component. (b) What proportion of the total variance is explained by the first principal component
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