Question: Consider the vector yi = (yi1, . . . , yip) 0 , whose sample mean is y = 0, and sample variance-covariance matrix is

Consider the vector yi = (yi1, . . . , yip) 0 , whose sample mean is y = 0, and sample variance-covariance matrix is S. Denote the first principal component of y as ?ci = w? 0yi with corresponding eigenvalue ? >? 0. Denote the second principal component as bci = wb 0yi with corresponding eigenvalue ? >b 0. Use this information to answer the following questions: a) Discuss how ?? and ?b compare to each other.

Consider the vector yi = (yi, . . ., yip) , whose sample mean is y = 0, and sample variance-covariance matrix is S. Denote the first principal component of y as ci = wy; with corresponding eigenvalue > > 0. Denote the second principal component as Ci = w'y; with corresponding eigenvalue > > 0. Use this information to answer the following questions: a) Discuss how A and A compare to each other. (2 Marks)

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