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1 8. Let P12 P P р = [ee] and p11 = P22 = the corresponding to equal correlation structure. where X(1) and X(2) each hav
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1 8. Let P12 P P р = [ee] and p11 = P22 = the corresponding to equal correlation structure. where X(1) and X(2) each hav
1 8. Let P12 P P р = [ee] and p11 = P22 = the corresponding to equal correlation structure. where X(1) and X(2) each have two components. i] р р (a) Determine the canonical variates corresponding to the nonzero canonical correlation. (b) Generalize the results in Part a to the case where X(1) has p components and X (2) has q> p components.
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