Suppose that X N 1 2 X N 4 3 and Cov X X 1 Let and X X X In

Last updated: 8/15/2023

Suppose that X N 1 2 X N 4 3 and Cov X X 1 Let and X X X In a matrix form find 7 A Y 14 Y 2 1 Y AX a the mean of Y b the variance covariance matrix of Y Show your working c obtain the eigenvalues and eigenvectors for Cy the variance covarian matrix of Y Show your working d hence using your answer to c show your working illustrating the va lidity of Singular Value Decomposition SVD for Car