Let be a set $E$ of $100$ individuals for who the quantitative variables $x_1$ and $x_2$ have been observed. This set is partitioned into $C_1$ and $C_2$ which contains $40$ and $60$ individuals respectively. Each individuals have a weight of $1/100$. We write $g_1$ and $g_2$ the gravity center of $C_1$ and $C_2$ and $V$ the total variance matrix, that is to say the matrix of variable $x_1$ and $x_2$ which have been observed for each of the $100$ individuals. We assume that :
$$g_1=\begin{pmatrix}6\\1 \end{pmatrix}, g_2=\begin{pmatrix}1\\-4 \end{pmatrix}$$
I'm looking for the vector that direct the only discriminatory factorial axis of the following matrix :
$$V= \begin{pmatrix} 5 & 0\\ 0 & 2 \end{pmatrix}$$
I have the following eigenvectors and values :
- $\begin{pmatrix}1\\0\end{pmatrix}$ for $5$
- $\begin{pmatrix}0\\1\end{pmatrix}$ for $2$
Normalizing the vector I get :
- $v_1=\frac{1}{\sqrt{5}}\begin{pmatrix}1\\0\end{pmatrix}$
- $v_2=\frac{1}{\sqrt{2}}\begin{pmatrix}0\\1\end{pmatrix}$