Question: (a) Let X pxn be a data matrix from N, u, E). Write a graphical procedure to test whether the data follows multivariate normal

(a) Let X pxn be a data matrix from N, u, E).

(a) Let X pxn be a data matrix from N, u, E). Write a graphical procedure to test whether the data follows multivariate normal or not. (b) Consider the covariance matrix 19 30 02 12 30 57 05 23 - 02 05 38 47 12 23 47 68 Decompose the variances into communalities and specific variances.

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