Part iii please 2. Let X be a mean centered np data matrix. (i) Define the sample covariance matrix S in terms of X. (ii) If W be a diagonal matrix with entries Sii? for i?1,,p and R is the sample correlation matrix, how can R be written in terms of S and W. (iii) Show that the PCA components derived from using the sample covariance matrix S w solutionspile.com

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Part iii please 2. Let X be a mean centered np data matrix. (i) Define the sample covariance matrix S in terms of X. (ii) If W be a diagonal matrix with entries Sii? for i?1,,p and R is the sample correlation matrix, how can R be written in terms of S and W. (iii) Show that the PCA components derived from using the sample covariance matrix S will be equivalent to those derived using the sample correlation matrix R when the variances of the p variables are all equal. solutionspile.com

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