Question: Let x1, x2, and x3 have a multivariate distribution with covariance matrix = 0 2 0 4 0 0 0 0 5 (a) Find the

Let x1, x2, and x3 have a multivariate distribution with covariance matrix = 0 2 0 4 0 0 0 0 5 (a) Find the eigenvalues i of , and verify that their sum is equal to the sum of the variances of the xi. (b) Find the eigenvectors ei corresponding to the eigenvalues above such that eiei = 1. Use them to express the principal components yi, each as a function of x1, x2, and x3. (c) What property of the original xi made the PCA results ineective in this case

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