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The expected squared deviation of a random variable from its mean; or, the average squared deviation of data about their mean.
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PCA variances pattern changed greatly after data cleaning
I have data, when I normalize it and then performed PCA, I calculated the variance of PC components, I found that, the first component is 72% and seconed component is 8% (total 72+8=80%) and so on. … Now I used to the same data and performed some data cleaning function and then normalize it and then performed PCA, calculated variance of the PCA components I found that, first component gives 40% and …