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1. (10 points) For three data points 0 (0) 0 2 4. (a) Derive the sample mean. (b) Prove that the unbiased sample covariance matrix
1. (10 points) For three data points 0 (0) 0 2 4. (a) Derive the sample mean. (b) Prove that the unbiased sample covariance matrix is o = (c) Explain one of the entries in the covariance matrix (e.g., why 011=0). (2) 4
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