(5/5)

### (a) Determine the population principal components Y1, Y2 and Y3 for the covariance matrix (b) Calculate the proportion of the total population variance explained by the first principal component.

INSTRUCTIONS TO CANDIDATES
1. There is a covariance matrix of X as follows:

 8 0 1 Σ = [0 8 3] 1 3 5
• Determine the population principal components Y1, Y2 and Y3 for the covariance matrix
• Calculate the proportion of the total population variance explained by the first principal
• Calculation of correlation coefficient matrix of X

(d) Compute the correlations 𝜌𝑌1,𝑍1, 𝜌𝑌1,𝑍2, 𝜌𝑌2,𝑍1

1. There is a correlation coefficient matrix of X as follows:

 1 0.63 0.45 ρ = [0.63 1 0.35] 0.45 0.35 1
• Calculate the factor
• Calculate communalities ℎ2, 𝑖 = 1, 2, 3
• What proportion of the total population variance is explained by the first common factor?

(5/5)

## Related Questions

##### Introgramming & Unix Fall 2018, CRN 44882, Oakland University Homework Assignment 6 - Using Arrays and Functions in C

DescriptionIn this final assignment, the students will demonstrate their ability to apply two ma

##### The standard path finding involves finding the (shortest) path from an origin to a destination, typically on a map. This is an

Path finding involves finding a path from A to B. Typically we want the path to have certain properties,such as being the shortest or to avoid going t

##### Develop a program to emulate a purchase transaction at a retail store. This program will have two classes, a LineItem class and a Transaction class. The LineItem class will represent an individual

Develop a program to emulate a purchase transaction at a retail store. Thisprogram will have two classes, a LineItem class and a Transaction class. Th

##### SeaPort Project series For this set of projects for the course, we wish to simulate some of the aspects of a number of Sea Ports. Here are the classes and their instance variables we wish to define:

1 Project 1 Introduction - the SeaPort Project series For this set of projects for the course, we wish to simulate some of the aspects of a number of

##### Project 2 Introduction - the SeaPort Project series For this set of projects for the course, we wish to simulate some of the aspects of a number of Sea Ports. Here are the classes and their instance variables we wish to define:

1 Project 2 Introduction - the SeaPort Project series For this set of projects for the course, we wish to simulate some of the aspects of a number of

### Ask This Assignment To Be Done By Our ExpertsGet A+ Grade Solution Guaranteed ##### joyComputer science
(4/5)   