Q117Section C (Part C)117 of 120

Principal components of an equicorrelation matrix

Let the random vector $\begin{pmatrix}X_1\\X_2\\X_3\end{pmatrix}$ have the positive definite dispersion matrix $\begin{pmatrix}1&\rho&\rho\\\rho&1&\rho\\\rho&\rho&1\end{pmatrix}$ . Then, which of the following statements are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Select every correct option, then submit.

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