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?
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?
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 5EQ
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