Consider two random vectors F N3(0, I3), N3(0, ), where N3 means the 3 dimensional multivariate normal distribution and I3 is an identity matrix of dimension 3 3 Let X be defined as follows X1 0 9F1 0 5F2 1 X2 0 7F2 2 X3 0 8F1 3 (a) What additional assumptions must be made to make this a factor analysis model (b) Assume diag(0 2, 0 4, 0 6) and all assumptions from (a) hold, calculate the matrices and in the factor analysis covariance decomposition

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Consider two random vectors F N3(0, I3), N3(0, ), where N3 means the 3 dimensional multivariate normal distribution and I3 is an identity matrix of dimension 3 3  Let X be defined as follows  X1   0 9F1   0 5F2   1 X2   0 7F2   2 X3   0 8F1   3  (a) What additional assumptions must be made to make this a factor analysis model  (b) Assume   diag(0 2, 0 4, 0 6) and all assumptions from (a) hold, calculate the matrices and in the factor analysis covariance decomposition

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Question: Consider two random vectors F N3(0, I3), N3(0, ), where N3 means the 3-dimensional multivariate normal distribution and I3 is an identity matrix of dimension

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