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SOLVED:Suppose 𝐗 has a multivariate normal distribution with mean 0 and covariance matrix Σ=[ 283 215 277 208 215 213 217 153 277 217 336 236 208 153 236 194] v(a) Find the total variation of 𝐗 (b) Find the principal component vector Y. (c) Show that the first principal component accounts for 90 % of the total variation. (d) Show that the first principal component Y1 is essentially a rescaled X̅. Determine the variance of (1 / 2
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