Question: Exercise 14.5.3. What are the principal components associated with = 5 0 0 0 0 3 0 0 0 0 3 0

Exercise 14.5.3. What are the principal components associated with

Σ =

⎡

⎢⎣

5 0 0 0 0 3 0 0 0 0 3 0 0 0 0 2

⎤

⎥⎦

?

Discuss the problem of reducing the variables to a two-dimensional space.

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