设<img src="http://jgxm-question.oss-cn-beijing.aliyuncs.com/psst/files/7896ca8e524144e69ea6c8853b8f5777.png?x-oss-process=image/sharpen,200"/>的协差阵为<img src="http://jgxm-question.oss-cn-beijing.aliyuncs.com/psst/files/ad19d836a70d443990e68b89b7a2d655.png?x-oss-process=image/sharpen,200"/>，其特征值为<img src="http://jgxm-question.oss-cn-beijing.aliyuncs.com/psst/files/437958446de140e38a2465c0b7871a2d.png?x-oss-process=image/sharpen,200"/>，相应的特征向量为<img src="http://jgxm-question.oss-cn-beijing.aliyuncs.com/psst/files/7e022042a4004035a72ed7ed5859315f.png?x-oss-process=image/sharpen,200"/>，<img src="http://jgxm-question.oss-cn-beijing.aliyuncs.com/psst/files/d848dadd5ca8420192de5710bf16bc36.png?x-oss-process=image/sharpen,200"/>为所有可能的主成分，下列表述错误的是（）