Let X be a 3 x 1 random vector eigenvalues and eigenvectors are given below. This is Σ 5 -2 0 -2 6 2 Eigenvalues/vectors (QR Factorization) Olonly 9.00000 6.00000 3.00000 0.333734 0.666467 -0.666665 -0.66687 -0.33293 -0.566667 -0.66627 0.667067 0.333335 1.95E-05 9.77E-06 -1.96E-10 0.001204 0.001204 3.82E-06 X₁ X2 X3 with variance-covariance matrix Σ, whose Which of the following statement(s) is/are true? 1. The variances of X2 and the second principal component are equal. II. X₁ and X3 are uncorrelated.
Let X be a 3 x 1 random vector eigenvalues and eigenvectors are given below. This is Σ 5 -2 0 -2 6 2 Eigenvalues/vectors (QR Factorization) Olonly 9.00000 6.00000 3.00000 0.333734 0.666467 -0.666665 -0.66687 -0.33293 -0.566667 -0.66627 0.667067 0.333335 1.95E-05 9.77E-06 -1.96E-10 0.001204 0.001204 3.82E-06 X₁ X2 X3 with variance-covariance matrix Σ, whose Which of the following statement(s) is/are true? 1. The variances of X2 and the second principal component are equal. II. X₁ and X3 are uncorrelated.
MATLAB: An Introduction with Applications
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Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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![Let X be a 3 x 1 random vector X= [X₁ X₂ X3] with variance-covariance matrix Σ, whose
eigenvalues and eigenvectors are given below.
This is Σ
5
-2
0
-2
6
2
Eigenvalues/vectors (QR Factorization)
Olonly
9.00000 6.00000 3.00000
0.333734 0.666467 0.666665
-0.66687 -0.33293 -0.566667
-0.66627 0.667067 0.333335
1.95E-05 9.77E-06 1.96E-10
0.001204 0.001204 3.82E-06
Which of the following statement(s) is/are true?
1. The variances of X2 and the second principal component are equal.
II. X₁ and X3 are uncorrelated.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8732cf8a-9f68-4425-8e2a-1723b24dcb2d%2F22e3dcf6-ef6b-4326-a704-b169f90653af%2Fg3lp6s_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Let X be a 3 x 1 random vector X= [X₁ X₂ X3] with variance-covariance matrix Σ, whose
eigenvalues and eigenvectors are given below.
This is Σ
5
-2
0
-2
6
2
Eigenvalues/vectors (QR Factorization)
Olonly
9.00000 6.00000 3.00000
0.333734 0.666467 0.666665
-0.66687 -0.33293 -0.566667
-0.66627 0.667067 0.333335
1.95E-05 9.77E-06 1.96E-10
0.001204 0.001204 3.82E-06
Which of the following statement(s) is/are true?
1. The variances of X2 and the second principal component are equal.
II. X₁ and X3 are uncorrelated.
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