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Question 2 [13 marks]. The following is a matrix of observations, where there are six observations and two data values for each observation: W NJONU

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Question 2 [13 marks]. The following is a matrix of observations, where there are six observations and two data values for each observation: W NJONU 11 (a) Centre the matrix. [3] (b) Construct the sample covariance matrix. [3] (c) Find the eigenvalues of the sample covariance matrix. [3] (d) Find the principal component that explains most of the variation in the data. [4]

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