• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.767-776
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• 2010

Frontier (1976) suggested a criterion based on the expected length of ordered random intervals under the Broken-stick model (Barton and David, 1956) to determine the optimal number of principal components retained. It is considered to be one of the methods that provide the most consistent simulation results (Jackson, 1993). This study is aimed to propose a method using the distribution of ordered random intervals to evaluate the contribution of principal components. We also examine several types of Gini indices along with the corresponding Lorenz curves to visualize the overall equivalence of those contributions.