Question: 11.10. (Sec. 11.3) Let UI = jl(l)'X be the first population principal component with variance 'Y(UI ) = AI' and let VI =b(l)'X be the

11.10. (Sec. 11.3) Let UI = jl(l)'X be the first population principal component with variance 'Y(UI ) = AI' and let VI =b(l)'X be the first sample principal component with (sample) variance II (based on S). Let S* be the covariance matrix of a second (independent) sample. Show rlb(l)'S*b(l) 5; AI'

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