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Exercise 1.2. Determine the population principle components Y1 and Y2.pdf

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The document provides an exercise to determine the population principle components Y1 and Y2 for a given covariance matrix, and to calculate the proportion of the total population variance explained by the first principle component.

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Exercise 1.2. Determine the population principle components Y1 and Y2 for the covariance matrix =(5222) Calculate the proportion of the total popuiation variance explained by the first principle component.

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