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Assume i.i.d. data points follow a multi-variate normal distribution x^i N(, ), i = 1, . . . , n. Derive the maximum likelihood estimator

Assume i.i.d. data points follow a multi-variate normal distribution x^i N(, ), i = 1, . . . , n.

Derive the maximum likelihood estimator of the covariance matrix .

Please make sure to complete details of the derivations.

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