an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
SHOW LESS
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
usage of <strong>PCA</strong>: Probability distribution for sample PCs<br />
If (i) follows a Wishart distribution &<br />
(ii) the population eigenvalues<br />
are all distinct<br />
then<br />
the following results hold as<br />
• all the<br />
are independent of all the<br />
•are jointly normally distributed<br />
(a tilde denotes a population qu<strong>an</strong>tity)
Change language