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Opi op? .) matrix X1, X21, 2b 2pxis SpXp and Rpxp, are called mean rector , variance-covaniance ( dispersion) and correlation matrix, suspectively, of the variables Result: - A variancer covariance matrix is non-negative definite. Proof:- Sbxp = (( sij)) be be the variance-covariance matrix of the variables mean recton a To prove that sbxp is non-negative definite, we are to show that Astrs, 0 for every vector l = 1 Liet 21, 22...Rp with the is . () lp