Question: 11.6. (Sec. 11.2) lntraclass correlation. Let where E = (1, ... , 1)'. Show that for p > 0, the largest characteristic root is u

11.6. (Sec. 11.2) lntraclass correlation. Let

[(1 p)+ PEE'],

where E = (1, ... , 1)'. Show that for p > 0, the largest characteristic root is u 2[1 + (p -1)p] and the corresponding characteristic vector is E. Show that if E' x = 0, then x is a characteristic vector corresponding to the root u 2(1 - p).
Show that the root u 2(1 - p) has multiplicity p - 1.

[(1 p)+ PEE'],

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