Gaussian Mixture Models Based on Principal Components and Applications

Table 1

The results of PCA implementation on the simulation study.

Importance of components:	PC1	PC2	PC3	PC4
Standard deviation	1.6105	1.0658	0.51073	0.09656
Proportion of variance	0.6484	0.2840	0.06521	0.00233
Cumulative proportion	0.6484	0.9325	0.99767	1.00000