 | Harry H. Harman - 1976 - 522 lapas
...residual variance; and so on until the total variance is analyzed. The sum of the variances of all n principal components is equal to the sum of the variances of the original variables. Since the method is so dependent on the total variance of the original variables,... | |
 | George H. Dunteman - 1989 - 98 lapas
...continue this scenario down to the last or pth principal component. The sum of the variances of the principal components is equal to the sum of the variances of the original variables. That is where X, is the variance of the ith principal component. If the variables... | |
 | Bryan F.J. Manly - 1994 - 238 lapas
...is the variance of Xi and /i is the variance of Z,, this means that the sum of the variances of the principal components is equal to the sum of the variances of the original variables. Therefore, in a sense, the principal components account for all of the variation... | |
 | Hoang Pham - 2001 - 348 lapas
...(20) j=i where Var (Zj) are the variances of the principal components. The sum of the variances of the principal components is equal to the sum of the variances of the original variables. That is = ^Var(XO (21) i=i If the Xi variables are standardized (ie, subtracting... | |
 | Mary P. Lassiter - 2007 - 308 lapas
...accounts for the smallest variance, that is, A} > A2 > ... > Ap . The sum of the variances of the p principal components is equal to the sum of the variances of the original variables. Principal components can also be calculated from the correlation matrix of the... | |
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The sum of the variances of all n principal components is equal to the sum of the variances of the original variables. 