Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 5 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 35 / 6 / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 41 / 3 / iii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 41 / 5 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 46 / 1 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 46 / 2 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 46 / 4 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 4 / 6E / a / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 39 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 41 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 2 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 4 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 1 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 2 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 2 / b / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 3 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 46 / 3 / b / iii / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 84 / 4 / a / Solution

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= Variance-covariance matrix
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For a random vector $X$ with finite second moments, its covariance matrix is
$$
\operatorname{cov}(X)=\mathbb E[(X-\mathbb EX)(X-\mathbb EX)^T].
$$
It is positive semidefinite, and the variance of $a^TX$ is $a^T\operatorname{cov}(X)a$.


Covariance matrix

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 Incoming links: Covariance matrix