Question: Please solve the following problem in step by step with explanation. 07. Determine the population population principal components Y, and Y, for the covariance matrix

Please solve the following problem in step by step with explanation.

Please solve the following problem in step by step with explanation.

07. Determine the population population principal components Y, and Y, for the covariance matrix 2 E = 2 2 Also, calculate the proportion of the total population variance explained by the first principal component

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