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Suppose that X N 1 2 X N 4 3 and Cov X X 1...

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Algebra

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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

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