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The expected value of a random variable; or a location measure for a sample.

1 vote

Comparing the first principal component with an observed variable (mean)?

| 0.0689 | 0.5488 | -0.6674 | 0.4986 | 0.0000 We see, that the mean-vector is completely uncorrelated to the first principal component of the first four items. … | 1.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 We see, that the factor which is detected by the "mean"-vector, captures well the first pc of the "item"s. …
Gottfried Helms's user avatar