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EXHIBIT

Table 1 presents a small data set consisting of 12 observations and 2 variables.

Table 1
Small Data Set Consisting of 12 Observations and 2 Variables

Observation x1 x2
1 16 8
2 12 10
3 13 6
4 11 2
5 10 8
6 9 1
7 8 4
8 7 6
9 5 3
10 3 1
11 2 3
12 0 0

Principal component analysis for data in Table 1

[1] SIMPLE STATISTICS

x1 x2
MEAN 8.00000 3.00000
ST DEV 4.80530 4.59248

[2] COVARIANCES

x1 x2
x1 23.09091 16.45455
x2 16.45455 21.09091

TOTAL VARIANCE = 44.18182

[3a] EIGENVALUE DIFFERENCE PROPORTION CUMULATIVE


PRIN1 38.5758 32.9698 0.873115 0.87312
PRIN 2 5.6060 0.126885 1.00000
[3b] EIGENVECTORS
PRIN1 PRIN 2
x1 0.728238 0.685324
x2 0.685324 0.728238

[4] VARIABLE N MEAN STD DEV


x1 12 8.000000 4.805300
x2 12 3.000000 4.592484
16
PRIN1 12 8.697 10 6.210943
PRIN 2 12 0.000000 2.367700

[5] PEARSON CORRELATION COEFFICIENTS

x1 x2 PRIN1 PRIN 2
x1 1.00000 0.74562 0.94126 0.33768
x2 0.74562 1.00000 0.92684 0.37545
PRIN1 0.94126 0.92684 1.00000 0.00000
PRIN 2 0.33768 0.37545 0.00000 1.00000

[6] OBS x1 x2 PRIN1 PRIN 2


1 16 8 9.2525 1.8414
2 12 10 7.7102 2.3564
3 13 6 5.6972 1.2419
4 11 2 1.4994 2.7842
5 10 8 4.8831 2.2705
6 9 1 2.0131 3.5983
7 8 4 0.6853 0.7282
8 7 6 1.3277 2.8700
9 5 3 6.2967 2.3135
10 3 1 6.3825 0.5137
11 2 3 8.4814 0.2575
12 0 0 7.8819 3.2979

Table 2 gives the standardized scores which can be obtained by dividing the principal component
scores by the respective standard deviations.
Table 2
Standardized Principal Component Scores

Observation PRIN1 PRIN 2


1 1.490 0.778
2 1.241 0.995
3 0.917 0.525
4 0.241 1.176
5 0.786 0.959
6 0.324 1.520
7 0.110 0.308
8 0.214 1.212
9 1.014 0.977
10 1.028 0.217
11 1.366 0.109
12 1.269 1.393

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