5.27 (a) If X is a random column vector with expectation , then the covariance matrix...

5.27

(a) If X is a random column vector with expectation ξ , then the covariance matrix of X is cov(X) = E[(X − ξ )(X − ξ 

)].

(b) If the density of X is (4.15), then ξ = a and cov(X) = .