Suppose y is a data matrix and z yf for some orthogonal


Suppose Y is a data matrix, and Z = YF for some orthogonal matrix F, so that Z is a rotated version of Y. Show that the variances of the principal components are the same for Y and Z. (This result should make intuitive sense.) [Hint: Find the spectral decomposition of the covariance of Z from that of Y, then note that these covariance matrices have the same eigenvalues.]

Request for Solution File

Ask an Expert for Answer!!
Basic Statistics: Suppose y is a data matrix and z yf for some orthogonal
Reference No:- TGS0643107

Expected delivery within 24 Hours