 Correlated Gaussian common-mean estimator

For $X\sim N(\mu 1,C)$ with a known positive-definite matrix $C$, the maximum-likelihood estimator of $\mu$ is $\hat{\mu }=(1^T{C}^{-1}X)/(1^T{C}^{-1}1)$. It is unbiased with variance $(1^T{C}^{-1}1{)}^{-1}$, attaining the Cramer-Rao bound. It is also the best linear unbiased estimator. Pairwise admissible correlation coefficients alone do not ensure that $C$ is a valid covariance matrix; the entire matrix must be symmetric and a positive semidefinite matrix. Inverse-based formulas require positive definiteness.