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X, Y be random vectors. I want to show that: 1) Var(X) = E(XX') - E(X)(X') 2) Cov (X,Y) = (Cov(Y,X))' X' stands for X-
X, Y be random vectors. I want to show that:
1) Var(X) = E(XX') - E(X)(X')
2) Cov (X,Y) = (Cov(Y,X))'
X' stands for X- transposed
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