Question: Here are some useful manipulations with statistical applications. (i) Suppose that you have a N k matrix of N observations on each of k

Here are some useful manipulations with statistical applications.

(i) Suppose that you have a N × k matrix of N observations on each of k random variables. This is often called a data matrix. What does the matrix X'X contain?

(ii) Show that the sample covariance matrix can be cast in matrix-vector form as:

= 17 N XX-XX

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