5 7 14 8 11 28 -1.38 -2.01 12.88 Given the original data matrix A = principal components Anew = - [ variables. 9.33 and the data points in the new variables defined by the -1.61 31.26 , calculate the covariance matrix in the new
5 7 14 8 11 28 -1.38 -2.01 12.88 Given the original data matrix A = principal components Anew = - [ variables. 9.33 and the data points in the new variables defined by the -1.61 31.26 , calculate the covariance matrix in the new
Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter24: Forecasting Models
Section24.8: Multiple Regression
Problem 9P
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Question
![Given the original data matrix A
=
principal components Anew =
· [
variables.
5
7 14
8 11 28
-2.01
12.88
-1.38
9.33
What is the covariance between the new variables?
and the data points in the new variables defined by the
-1.61
31.26
What is the total variance of the data in the new variables?
, calculate the covariance matrix in the new](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F23f6e008-573e-475d-91db-ae708750d07c%2F4ab02761-037a-4802-80ee-c0c82b5dd8c2%2Fzeu46itj_processed.png&w=3840&q=75)
Transcribed Image Text:Given the original data matrix A
=
principal components Anew =
· [
variables.
5
7 14
8 11 28
-2.01
12.88
-1.38
9.33
What is the covariance between the new variables?
and the data points in the new variables defined by the
-1.61
31.26
What is the total variance of the data in the new variables?
, calculate the covariance matrix in the new
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