Exercise 1.3. Convert the covariance matrix in 1.2 to a correlation m.pdf

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Exercise 1.3. Convert the covariance matrix in 1.2 to a correlation matrix . (a) Determine the PCs Y1 and Y2 from and compute the proportion of total population variance explained by Y1. (b) Compare the components calculated in (a) with those obtained in 1.2. Are they the same? (c) Compute the correlation Y1,Z1,Y1,Z2 and Y2,Z1. Exercise 1.2. Determine the population principle components Y1 and Y2 for the covariance matrix =(5222) Calculate the proportion of the total popuiation variance explained by the first principle component..

Exercise 1.3. Convert the covariance matrix in 1.2 to a correlation matrix . (a) Determine the
PCs Y1 and Y2 from and compute the proportion of total population variance explained by Y1.
(b) Compare the components calculated in (a) with those obtained in 1.2. Are they the same? (c)
Compute the correlation Y1,Z1,Y1,Z2 and Y2,Z1.
Exercise 1.2. Determine the population principle components Y1 and Y2 for the covariance
matrix =(5222) Calculate the proportion of the total popuiation variance explained by the first
principle component.

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