Teaching CSIR NET Mock Test Series Mathematical Science Statistics & Exploratory Data Analysis Independent Random Variables
Let X0, X1 ......Xp (p ≥ 2) be independent and identically distributed random variables with mean 0 and variance 1. Suppose Yi = X0 + Xi, i = 1....p. The first principal component based on the covariance matrix of Y = (Y1...., Yp)T is
1
\(\rm \frac{1}{\sqrt p}\Sigma_{i=1}^pY_i\)
2
\(\rm \frac{1}{ p}\Sigma_{i=1}^pY_i\)
3
\(\rm {\sqrt p}\Sigma_{i=1}^pY_i\)
4
\(\rm\Sigma_{i=1}^pY_i\)