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A Method of Finding the Main Components in a Random Vector

LI Pai-chang   

  1. Department of Science Foundation, Chinese People's Public Security University, Beijing 102614, China
  • Received:2001-08-20 Revised:1900-01-01 Online:2002-04-26 Published:2002-04-26
  • Contact: LI Pai-chang

Abstract: Suppose that X=(X1,X2,…,Xn)′ is a n dimension random vector, we have found the main components in vector X, the so called main components don't contain linear relation and the others components of X can be expressed as the linear combination of the main components.

Key words: main component, factor correlation, linear express

CLC Number: 

  • O212.4