2.35 ( ) Use the result (2.59) to prove (2.62). Now, using the results (2.59), and (2.62), show that E[xnxm] = μμT + InmΣ (2.291)

where xn denotes a data point sampled from a Gaussian distribution with mean μ

and covariance Σ, and Inm denotes the (n,m) element of the identity matrix. Hence prove the result (2.124).