Stat 776 HW03
1. Express E(SSCP) through n,µand Σ.
2. Suppose X(1) =
−1
3
−2
, X(2) =
2
4
2
, X(3) =
5
2
3
from the data
in 3.6 p145 [5th edition: 3.6 p146]. Note that the data matrix in the book
and that in the lecture are transposed each other.
(a) Find SSCP
(b) Find CSSCP
(c) Find S
(d) Find X
(e) Find R
3. For the following problems use data set in 8.10 p473 [5th edition: 8.10
p469]. Keep 4 digits after the decimal point for your results.
(a) Construct Sand find first 3 sample principal components
(b) Determine the proportion of the total sample variance explained by
the first three principal components.
1