Solution-Find p-variate random vector with a finite mean

Find p-variate random vector with a finite mean vector

Assignment Help Basic Statistics

Reference no: EM132852909

Let x denote a p-variate random vector with a finite mean vector µ and a finite full rank covariance matrix Σ. Let yk = γ(x - µ) denote the kth principal component of x. Let b ∈ R p such that b^T b = 1.

Assume that b^T x is uncorrelated with the first k -1 principal components of x.

(a) Let b = d1γ1 + . . . + dpγp. Show that di = 0, when i < k.

(b) Show that var(y) ≥ var(b >x).

Be careful with your notation and note that yk != γk.

Reference no: EM132852909

Questions Cloud

What expected rate of return would a security earn : Question - A Portfolio invest in risk-free asset and the market portfolios has an expected return of 7%, what expected rate of return would a security earn

Sawdust as a hollow block aggregrate : For a study entitled, "Sawdust as a Hollow Block Aggregrate" which of the following questions would you choose as a background research question?

Risk information management system : You are reporting on the status of key risks to date at a progress meeting. Which of the following tools provides a visual display of the progress made to reduc

Determine the amount of FICA taxes : During 20-, Amanda Hines, president of Dunne, Inc., was paid a semi-monthly salary of $7,100. Determine the amount of FICA taxes

Find p-variate random vector with a finite mean vector : Let x denote a p-variate random vector with a finite mean vector µ and a finite full rank covariance matrix S. Let yk = ?(x - µ) denote the kth principal compon

What is the probability that at most two are seconds : A company that produces fine crystal knows from experience that 10% of its goblets have cosmetic flaws and must be classified as "second."

Compute the firm price-earnings ratio : The company's EBITDA was $6.834 billion and its share price was $22.36. Compute the firm's price-earnings ratio and the price-EBITDA ratio

What is balance sheet presentation for each independent case : The maximum amount of the credit facility is 80% of Cali's accounts receivable. What is balance sheet presentation for each independent case

Find the probability that a randomly selected person : Find the probability that a randomly selected person at the hot springs stays longer then 101 minutes.

User Account

All Pages

Find p-variate random vector with a finite mean vector

Reference no: EM132852909

Reference no: EM132852909

Questions Cloud

Reviews

Write a Review

Basic Statistics Questions & Answers

Statistics-probability assignment

What is the least number

Determine the value of k

What is the probability

Binomial distributions

Caselet on mcdonald’s vs. burger king - waiting time

Generate descriptive statistics

Sampling variability and standard error

Estimate the population mean

Conduct a marketing experiment

Find out the probability

Linear programming models

Assured A++ Grade

Academics

Major Subjects

Majors

Get In Touch

TERMS & POLICIES

HELP & SUPPORT