Question: Multivariate Statistical Analysis 3. (3 points) Consider X1 = (In1, $12) and X2 = (521, 122). Let x = (x], x!) and I ppp Cov(x)

Multivariate Statistical Analysis 3. (3 points) Consider X1 = (In1, $12)

Multivariate Statistical Analysis

3. (3 points) Consider X1 = (In1, $12) and X2 = (521, 122). Let x = (x], x!) and I ppp Cov(x) = pl pp pplp pppl for some pe (-1, 1). Determine the first pair of canonical variables

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