Question: Let [800] = 0 4 3 0 3 6 be a variance-covariance matrix. 1. Find the corresponding correlation matrix. 2. Find the eigenvalues and

Let [800] = 0 4 3 0 3 6 be a variance-covariance

Let [800] = 0 4 3 0 3 6 be a variance-covariance matrix. 1. Find the corresponding correlation matrix. 2. Find the eigenvalues and eigenvectors of . Use the determinant and trace to check that the eigenvalues have been found correctly. Check that the found eigenvectors are orthonormal. Show your workings.

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