Question: Question 2 Given the following covariance matrix for two variables, X1 and X2 : 5 2 S = 2 2 (a) Obtain the eigenvalues of

Question 2 Given the following covariance matrix for two variables, X1 and X2 : 5 2 S = 2 2 (a) Obtain the eigenvalues of S Obtain the eigenvectors of S ( C ) State the principal components, Y1 and Yz , in terms of the original X variables. (P) What proportion of the total variance is accounted for by each of these two principal components? (e) Convert the covariance matrix S to a correlation matrix R

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