ABSTRACT
Obviously replacing ai by - ai does not change this expression for s/N. Hence the maximum likelihood estimate of ai is given by any solution of (s/N-riI)ai=0 with
Q.E.D. The estimate of the total system variance is given by
and is called the total sample variance. The importance of the ith principal component is measured by
which, when expressed in percentage, will be called the percentage of contribution of the ith principal component to the total sample variance.
