Consider the vector yi = (ya, . . . ,yip)', whose sample mean is j? = 0, and sample variancecovariance matrix is S. Denote the rst principal component of y as E!- = w'yi with corresponding eigenvalue A > 0. Denote the second principal component as E} = 'yi with corrmpondmg eigenvalue A > 0. Use this information to answer the following questions: a) Discuss how )1 and :'l compare to each other- (2 Marks) b) Derive a formula for the covariance between E and E. (4 Marks) c) Show that when )i 74 X then the covariance between E and E" is zero- (4 Marks) d) Consider a second vector x,- = Pyi, where P is an orthogonal matrix- Using the formula from the eigenvalue problem, provide expressions for two principal components of x. Hint: At some point, you must utilize the two eigenvectors already provided for S