Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 3 / b / i

For $v_1=(1,1,1,0{)}^T$, direct multiplication by the sample covariance matrix givesIt is therefore an eigenvector, with eigenvalue $2250$. Normalization gives $u_1=v_1/\sqrt{3}$, so the corresponding sample principal component isIts coefficients are proportional to the required vector. The remaining eigenvalues calculated in (ii) are smaller, confirming that this is the first principal component.