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The loading vectors of the first two principal components for a particular data set is given in the following table. Variablejj1j21 1 0.530.312 2 0.410.233

The loading vectors of the first two principal components for a particular data set is given in the following table.

Variablejj1j21

1 0.530.312

2 0.410.233

3 0.740.93

Below are the two observations of the original variables. Assume that the means of the variables are all 0.

Observationixi1xi2xi31

1 0.50.340.882

2 0.70.420.36

Approximatex13using the first two principal component scores.

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