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Suppose we are working with n observations on r variables. For each variable, we compute transformed scores by subtracting its mean and dividing by its
Suppose we are working with n observations on r variables. For each variable, we compute transformed scores by subtracting its mean and dividing by its standard deviation. Which of the following is true about the transformed variables?
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their covariances are correlations
they have zero variance
their principal components are correlated
they will be normally distributed
the sum of their variances is n
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