The matrix $S$ is the <sample covariance matrix>
$$
S=\frac1n\sum_{r=1}^n(x_r-\bar x)(x_r-\bar x)^T,
\qquad \bar x=\frac1n\sum_{r=1}^nx_r.
$$
Changing $n$ to $n-1$ is another convention, but the objective must use the same convention throughout.

Solution

Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 205 / 2 / a / Solution

 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-205/2/a/solution