“…Trunk (1979) affirmed this phenomenon by investigating an illuminating simple example. Chang (1983), Dillon, Mulani, and Frederick (1989), Kshirsagar, Kocherlakota, and Kocherlakota (1990) all established a statistic θ k for the kth principal component (PC) and use θ k to decide which PCs should be used in discrimination. Jolliffe, Morgan, and Young (1996) observed that, for two-class problem, the sample estimateθ k is equivalent to a t-statistic and the hypothesis test based on θ k to decide whether or not to include the kth PC is equivalent to the t-test with null hypothesis H 0k that there is no difference between the two class means.…”