I have a matrix with dimension nxp. No:of observations are not known. But no: of variables is 3. So p=3. Population mean is defined as µ1=1,µ2=-1,µ3=2.
$\sum$=
\begin{bmatrix} 1 & k & 0\\ k & 1 & k\\ 0 & k & 1\end{bmatrix} How to find the value of k such that the principal components PC1 and PC2 account for more than some percentage (say 75%) of total variation of X?