Topic: Applied Multivariate Statistics

Given a data matrix X and the resulting sample correlation matrix R, consider the standardized observations (x_jk - x bar_k) / sqrt(s_kk), k = 1, 2, ..., p and j = 1, 2, ..., n. Show that these standardized quantities have sample covariance matrix R. [image of question with better formatting is attached]

Given a data matrix X and the resulting sample correlation matrix R, consider the standardized observations (Xjk - Xk)/ VSkk k=1, 2, ..., p and j = 1, 2, ..., n Show that these standardized quantities have sample covariance matrix R