Show that Y1 is that linear combination of the original standardized data that has the most variance.

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Show that Y1 is that linear combination of the original standardized data that has the most variance. That is, show that var(w1Z1 +w2Z2) is maximized (subject to the constraint w21 + w22 = 1) by the weights w1 = 1/√2 = υ11 and w2 = 1/√2 = υ12.

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Practicing Statistics Guided Investigations For The Second Course

ISBN: 9780321586018

1st Edition

Authors: Shonda Kuiper, Jeff Sklar

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Question Posted: Nov 23, 2015 04:29 AM

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Show that Y1 is that linear combination of the original standardized data that has the most variance.

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Maximize T 1 R 1 subject to the constraint vect T 1 1 1 Form Lagrangian Lv T 1 R 1 vect T 1 ...View the full answer

Practicing Statistics Guided Investigations For The Second Course

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