3.5 For p = 3 show that $12 813 $21 $23 n - [(yi - y ) ( y: - y)' = $22 i-1 532 $33 which illustrates (3.27). The sample covariance matrix S can also be expressed in terms of the observation vectors: S = (vi - y )( yi - y)' (3.27) 71 - 1 i=1 n [vy: -nyy') (3.28) 71