I am trying to solve the 6 exercise from the below eBook:
Fukunaga, Keinosuke. – Introduction to Statistical Pattern Recognition-Elsevier-Academic Press (1999)
as you can see below in this exercise wen need to find the Covariance and mean value from the eigenvector matrix:
So i have created some python codes for computer problem of this book here:
So if possible, i like to find out am i right about the way of finding the covariance and mean value from eigenvector by building the x value form the normal distribution and then calculating the Covariance and mean vale for the achieved X Vector, or not?