Which of the following statements are true? Select one or more: Oa. The correlation coefficient between the wth PC and zth variable is w, z = 1, ,P b. The covariance between principal component yw and yz is eAzew c. The correlation coefficient between the wth PC and zth variable is Ewz V Aw , V w, z = 1, ..,pwhen R = V %3D A S d. Eigen vectors of S are orthogonal if Ap are distinct, implying that eue, 0, V w # z

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Given y1 = e X, , Yp = e,X are the principal components (PCs) obtained from the sample covariance
matrix S
Which of the following statements are true?
Select one or more:
Ua. The correlation coefficient between the wh PO and z variable is
V w, z =
1,,P
Ob. The covariance between principal component yu and y, is epA,ew
c. The correlation coefficient between the wth
PC and z" variable is
T,
Cwz V Aw , V w, z = 1, - . . , p when R = V2 Sv i
%3D
I d. Eigen vectors of S are orthogonal if Au are distinct, implying that ee, 0, Vw+ z
Transcribed Image Text:Given y1 = e X, , Yp = e,X are the principal components (PCs) obtained from the sample covariance matrix S Which of the following statements are true? Select one or more: Ua. The correlation coefficient between the wh PO and z variable is V w, z = 1,,P Ob. The covariance between principal component yu and y, is epA,ew c. The correlation coefficient between the wth PC and z" variable is T, Cwz V Aw , V w, z = 1, - . . , p when R = V2 Sv i %3D I d. Eigen vectors of S are orthogonal if Au are distinct, implying that ee, 0, Vw+ z
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