Equation (10.2) can be written as a system of two equations: v11 + rv12 = 1v11 rv11

Equation (10.2) can be written as a system of two equations:
v11 + rv12 = λ1v11
rv11 + v12 = λ1v12
Where r = r12 = 0.97135 is the correlation between x1 and x2. Find the first eigenvector, v1, by adding the two equations and simplifying to show that λ1 = 1 + r = 1.97135. Then substitute λ1 = 1.97135 into either equation to show that v11 = v12.
Equation (10.2)

Transcribed Image Text:

V11 Vu t rv2 1V12