# Principal Components

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The construction of principal components is illustrated. This Demonstration considers the case for two variables and that are simulated as multivariate normal with zero means, unit variances, and theoretical correlation . The sample size can be 10, 100, or 999, and there are three graphs.

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Contributed by: Ian McLeod (March 2011)

Open content licensed under CC BY-NC-SA

## Snapshots

## Details

I. T. Jolliffe, *Principal Component Analysis,* 2nd ed., New York: Springer, 2004.

T. Hastie, R. Tibshirani, and J. Friedman, *The Elements of Statistical Learning: Data Mining, Inference, and Prediction,* 2nd ed., New York: Springer, 2009.

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