Past exam of the mathematical and Computational Biology course of the University of Cambridge / 2024 / Paper 1 / E8 / c

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- Solution c

Solution

The explained variance of a principal component is its eigenvalue divided by the sum of all eigenvalues of the covariance matrix. A common divisor cancels, so the first principal component explains

\frac{150}{150 + 50} = \frac{3}{4} = 75%

of the total variance.

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