Let X1,X2 denote the variables for the two-dimensional data in Exercise 1. Find a new variable yl of the formyı = cjX¡ + c2X2, with c +c; = 1, such that y1 has maximum possible variance over the given data.How much of the variance in the data is explained by y1?

Answered: Image /qna-images/answer/c6b2d942-322c-4140-b4c7-5fa061dfc5f9.jpg

Answered: Let X1,X2 denote the variables for the…

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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Let X1,X2 denote the variables for the two-dimensional data in Exercise 1. Find a new variable yl of the form yı = cjX¡ + c2X2, with c +c; = 1, such that y1 has maximum possible variance over the given data. How much of the variance in the data is explained by y1?