two components. Determine the canonical variates corresponding to the nonzero canonical correlation. Generalize the results in Part a to the case where X has p components and X) has q >p components.

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Chapter2: Second-order Linear Odes
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8. Let P12
and pu = pm =
the corresponding to equal
correlation structure. where x and X each have two components.
(a) Determine the canonical variates corresponding to the nonzero canonical
correlation.
(b) Generalize the results in Part a to the case where X has p components
and X) has q >p components.
Transcribed Image Text:8. Let P12 and pu = pm = the corresponding to equal correlation structure. where x and X each have two components. (a) Determine the canonical variates corresponding to the nonzero canonical correlation. (b) Generalize the results in Part a to the case where X has p components and X) has q >p components.
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