Question: Given a covariance matrix 1 2 0 2: 2 5 O 0 0 2 Determine the population principal components Zl, Z2 and Z3. Compute the

Given a covariance matrix 1 2 0 2: 2 5 O 0 0 2 Determine the population principal components Zl, Z2 and Z3. Compute the variance of Zl, Zz and Z3 and the pairwise covariances. Compute the proportion of the total variance explained by the first principal component. Compute the correlation coefficients between principal components and the original variables. e. Convert the covariance matrix to a correlation matrix p and determine the principal components from p. Compute the proportion of the total variance explained by the first principal component. f. Compare the components from (a) and (e). Are they the same? Should they be? 9.51 cry

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