多元統(tǒng)計分析第07章new

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8、)=diag(λ1,···,λp),=?CtZYéY3λ1≥λ2≥···≥λp1?ù!ì¤???7.1oNì¤?n!ì¤?5nnn!!!ìì줤¤???555PΣ=(σij),Λ=diag(λ1,···,λp),ù￥λ1≥λ2≥···≥λpΣA,a1,a2,···,apAüAt.oNì¤?kXe5:5551D(Z)=Λ,=pì¤?:Var(Zi)=λi(i=1,···,p),§′p?'.PpPpPp5552i=1σii=i=1λi,?~?i=1σiioooNNNX

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