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Suppose the random variables X1,X2,X3 have the population variance/covariance matrix: 1 2 0 z = [-2 5 o] 0 0 1 Calculate the principal components

Suppose the random variables X1,X2,X3 have the population variance/covariance matrix: 1 2 0 z = [-2 5 o] 0 0 1 Calculate the principal components and interpret their meaning. What can be gained from knowing these values

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