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 S 5 0 -2 6 2 0 2 7 Eigenvalues/vectors (QR Factorization) 9.00000 6.00000 3.00000 0.333734 0.666467 -0.666665 -0.66687 -0.33293 -0.666667 -0.66627 0.667067 0.333335 1.95E-05 9.77E-06 -1.96E-10 0.001204 0.001204 3.82E-06 The correlation coefficient of the first principal component with X₁ is equal to answer to 3 decimal places) (final
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 S 5 0 -2 6 2 0 2 7 Eigenvalues/vectors (QR Factorization) 9.00000 6.00000 3.00000 0.333734 0.666467 -0.666665 -0.66687 -0.33293 -0.666667 -0.66627 0.667067 0.333335 1.95E-05 9.77E-06 -1.96E-10 0.001204 0.001204 3.82E-06 The correlation coefficient of the first principal component with X₁ is equal to answer to 3 decimal places) (final
MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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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
0
6
2
0
2
7
Eigenvalues/vectors (QR Factorization)
9.00000 6.00000 3.00000
0.333734 0.666467 -0.666665
-0.66687 -0.33293 -0.666667
-0.66627 0.667067 0.333335
1.95E-05 9.77E-06 -1.96E-10
0.001204 0.001204 3.82E-06
The correlation coefficient of the first principal component with X₁ is equal to
answer to 3 decimal places)
(final](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8732cf8a-9f68-4425-8e2a-1723b24dcb2d%2F8d1dd433-aff8-411b-9c92-3bd363a24e08%2Fbf9457o_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
0
6
2
0
2
7
Eigenvalues/vectors (QR Factorization)
9.00000 6.00000 3.00000
0.333734 0.666467 -0.666665
-0.66687 -0.33293 -0.666667
-0.66627 0.667067 0.333335
1.95E-05 9.77E-06 -1.96E-10
0.001204 0.001204 3.82E-06
The correlation coefficient of the first principal component with X₁ is equal to
answer to 3 decimal places)
(final
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