1.12 ( ) www Using the results (1.49) and (1.50), show that E[xnxm] = 2 + Inm2...

1.12 (

) www Using the results (1.49) and (1.50), show that E[xnxm] = μ2 + Inmσ2 (1.130)

where xn and xm denote data points sampled from a Gaussian distribution with mean

μ and variance σ2, and Inm satisfies Inm = 1 if n = m and Inm = 0 otherwise.

Hence prove the results (1.57) and (1.58).