Determine the population principal components Y₁ and Y₂ for the covariance matrix --B Also, calculate the proportion of the total population variance explained by the first principal component.

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12.
Determine the population principal components Y₁ and Y₂ for the covariance matrix
- [2
2
2 2
Also, calculate the proportion of the total population variance explained by the first
principal component.
Transcribed Image Text:12. Determine the population principal components Y₁ and Y₂ for the covariance matrix - [2 2 2 2 Also, calculate the proportion of the total population variance explained by the first principal component.
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