Given multivariate data X1,...,XN (in R’) in mean- deviation form, let P be a pxp matrix, and define Y = P'Xx for k = 1, ., N. a. Show that Y1, ..., YN are in mean-deviation form. [Hint: Let w be the vector in RM with a 1 in each entry. Then [X| b. Show that if the covariance matrix of X1, ...,Xy is S, then the covariance matrix of Y1, ., YN is P™SP. XN ]w = 0 (the zero vector in RP).] ... ....

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