| Random Vee Unit-v Mud 6 variate Aralysi $ tors and neatvices — Multivanates pormal and density and Ts properties — principal Components — Population pein dpal cornponents = prinapeh Standardized Variables. Mean Vectors Coyarianw ma ai cost _ Components from Rendom Vectows aed Matn cos wx ad Tee veors 13 q Vector Wwhae A Banden elomens 9Te randem variable. yandero main BF mati whoe | A chars ave Expeued yelue of & Tenderm renbvie wendom = Varjabl.. | The eapested Valin of a “random mate [Pa the rmabyine consisting the eopested geek gs elements, | (fey lor x= h Xf be an xp vandon motvin . Then the expested Vala Gf Xzdonet: bi a paved d EQ). Pe The nxp matirx Y nv mbes, EG) BCH. + E(*ip) E(Xa) ElXa2).- ECXap) ECX) = : , ( ' Ene) E(Xn1) E(An2) - fer each «element the ne where * fay Fy (xy)duj fr Xj TE | md corminuows RV | e[rs5) . with provabidieg | density Sooke aC | FHI Al? fg Rye | MAS discrere Yerdom : Vevetle. witn Poh Porction FU 5). | Exempla | Lompube eopested valu. Sr discrete Farders | Variable. | ° | Supra p22 and vel od aaa —— ote [x1 x2) - Lee the gevete | Random Yariole %1 have tH forlowt @ probabititey Sonuion.“un EGo)s Se hed ALA, GID (03) + (orl 01 (on) Sunt oes Owe Okan Pea la fe Bey] 0.8 0. &| then ELtaj= ne Xe Pee) 0 (018) + 1€0-2) eb= > | Epud Or) | Thu’ EEX = [203] . [e2] | Mean Vector ad Covarrian(s. matrices Suppose. X's [Ri okay on xe) Fs a PHP tenors | Vector « aah "exch eloment GY X fs random Neriable with Th ewe marginal probabi litey dperiution sa eracgioal Praan hp aod Verlmte oF Ore | dagioa 08 He = ELST and oft Efxi— J” | | | Hecdiallg.e4 J aa Sy (ada; rt ag ka Continuous Ry witr por F(A te Xz ib disentte RY Sa: Pe laa) al 9g with peobabili 5 funtion | Pe (va) | of | f cass f. apa: 4m fe continuo | ot ee ty win propertly | density fonuten fe tt) | Carta) Pe OD i mm Rv wtin Poobortli fuouion PO? fee ar, ‘par Ff Ry Suh ws Xs and Key tg defined follows » thir covarfante Tin > s|Lar-Ha] Can fed} Pere Sf creas cee Bo Figg Cai MP) Ea TS XP Xe Oe Sein gefor densins fonitton Sip (2D dag dan continuo RY Aw are Discreet RV neti FF arHD Cox fie) Pre az allay Tg XTX with Jorot probability fo Paty (8, ae) The omuang and cwovariane Gg tre PX! ander | ‘vector X can be Seb of © matricestity The Lrperte d value of cach element Ps and the fo the Vector of moans pe FOO, Co- P Variances, OR and the PCP-1D/a distinct Vorianles fy Cex) ve. contained fo trae Syemmetnic Vavtan(o. eovawtanta, Maryse - Contained 2 - & Cx =H Cx-M! ; EO) HK, Specifically, UO: EG) |: =I! Ep Mp | nd J 2 = BLL aay! E(%p-HpyOu-ti) Fete eert*) Ri-H, = EL } ete i fants xa tar mp ted Xp — Hp | > —E Cyn Cort Ot). ait) rtp | atic) (xa= bey eo CatdOr | t : : | o DO | (xp-iteyes-tid Crp (aT) = (xp-Hpy | 2 | = BE M-#H) £ CX) =, (K2-- b) BOK) eee | Eta) BO-H Ss. 2. EGot) Ope) se Exp Hey 1Find sandern Exam of tre Now Ti Com peting the Fla (ty 9a) Covaviantg, Maki x Sante, Mahi ‘Boy the Evo + the Covayi jn the above Variable. %! and XQ fndveducod when thet Seine probabil fonction ig represented & the entries 10 Tho body follosing table. an 7 4 O} 1 Ren) -! 0+ay| 0.06 loo o lob [om jose I|_|or4o [e-00 [oo Bu) | 0°80 | 0-80} | we hare aeacly Ghown that Meela} =o! Hy 2 Elke] = 02 Ti = gfx -HI LH = oe (xy — 0nd HOD Row alla 7 S (a, -o8ld ROD * alta. . . (ator) CoBert CO" 3 (0.30)4 C1-O-VO-ho), < 0:69Tia, ECM) (Xa te) -s & et) (19 = 2°22 Pra (1292) ANNO) ony) (0-02 COW (1-07 1G 042) (0-08) Bi oD Cole) + oth)+ (0-°%° IDC te oe Ct 0:1. E1- 013) 0-9 & (0-0-1 CO= Gora: (lor C Or = 0-08 a, = & Cxa-He) BD - £(%-#D Cxa-P) rasa] so (x — 02D" Pa OP) alla (0-0-2) 2¢6.8)+ Cle on) ( orn) (YO) G02 & O& ty = o¥) Jaa = ok consequsntly wey x > [xi x2J poeco> [2] [e] 5 [2] and = Cx poc xo He! : EC ee MT Omni #3) - £ & —H)> j-th) (x2 -H2) [xp OF) CxS, 2 PEG E(x ,-H eH) E (x1- Bi (X%-H) E (xa teeoe . Orb4 an -0:06 Olb cohich Ls reputved Covarioni@. Mnatrin. Correlation Matrix from the. Coverianu. Patsy The Correlation Coredticrent Pr, 1 dasind a or ik Px P Stomeric roast on Gn ae fa ee Van NG Ga Gap P= |e ei Tala - we be a. the. PxP Standard « dyviarion matin PS Sin Over °o yrs o Vis -." ? . |) [en ° ° Fy Tis S\ 55) Gethak Then it re easily, verified vteve.¢ P> cv)" Zz wv") mati from ie example. Corn pokin J riya Cormenater Covarian | a : ' 1 ee ee vind Pe oS So\ _—— m aw Go as aed ee ee a, Tax TD 2 2% ya. fF 2 2 no . Oo Ve O° |) > | wernow that, Ct LL aaj) (v2) Fo Wl: ; 7 ae 6 lwel= |? 22] Ate = oO 2 2— an . : |S : = Cis- 02 IS Aare os"| el oa = -(0-0) 20 as. co [© oY}. —~(v-0)2 ° els - 0) Rage ci |S 2| os Ass as]? °| = (0-0) =° Cones te ° tase ew? ae 2 |-2e? oe at - - 3,2 6 | le (0-9) =o 21a] 2 nat ce ° 5 _ (0-0)=° 0 : w2/Q 2 X52 oP | _ (be) + o My Nia : aaj") = /e oe= ° ° Ms ‘Qtor0 tote = Fore Va 2) 2 o M5 0 = Or gto OF3sre O-1F? oro % oto-%e OFFE | | OO *s . (2 « {fv 2° ely a -1 ilo wo \ [ie % stLe * % ee ot ors - la toro oFlto ods [weroro o-Vsto ae p Ye Vs] eo: Yt Vs Lys ke | ; Qs -2 4 aovarian@. matrix Zs |-a + | ha lor x ve. 4! Vs @ Determine © ana \ v, (® check vey e B.