Question
2.6.8. Let X = (X1,...,Xn) be an n-dimensional random vector, with the variancecovariance matrix given in display (2.6.13). Show that the ith diagonal entry of
2.6.8. Let X = (X1,...,Xn) be an n-dimensional random vector, with the variancecovariance matrix given in display (2.6.13). Show that the ith diagonal entry of Cov(X) is 2 i = Var(Xi) and that the (i, j)th off diagonal entry is Cov(Xi, Xj ).
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Elementary Statisitcs
Authors: Barry Monk
2nd edition
1259345297, 978-0077836351, 77836359, 978-1259295911, 1259295915, 978-1259292484, 1259292487, 978-1259345296
