Consider a 6 x 2 data matrix 19 12 22 6 69 3 15 2 13 20 5 of 6 observations of 2 variables. (a) Find the sample covariance matrix of the data. (b) Find the component of the data corresponding to the largest variance.

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Consider a 6 x 2 data matrix
19 12
22 6
69
3
15
2
13
20 5
of 6 observations of 2 variables.
(a) Find the sample covariance matrix of the data.
(b) Find the component of the data corresponding to the largest variance.
Transcribed Image Text:Consider a 6 x 2 data matrix 19 12 22 6 69 3 15 2 13 20 5 of 6 observations of 2 variables. (a) Find the sample covariance matrix of the data. (b) Find the component of the data corresponding to the largest variance.
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