Page 54 - Jolliffe I. Principal Component Analysis
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2.3. Principal Components Using a Correlation Matrix





























                                                                                      80 44     23
                                  Figure 2.1. Contours of constant probability based on Σ 1 =  .
                                                                                    44 80
























                                                                                    8000 440
                                 Figure 2.2. Contours of constant probability based on Σ 2 =  .
                                                                                   440  80
   49   50   51   52   53   54   55   56   57   58   59