Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / ii / Paper 4 / 27J / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / ii / Paper 4 / 5I / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 42 / 3 / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 47 / 1 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 73 / 4 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 74 / 3 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 1 / 13I / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 1 / 5I / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / ib / Paper 4 / 19H / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 42 / 3 / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 45 / 2 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 47 / 5 / a / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / ia / Paper 2 / 3F / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / ib / Paper 2 / 19H / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 102 / 2 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 102 / 4 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 39 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / ii / Paper 1 / 29J / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2009 / ii / Paper 4 / 29J / Solution

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= Variance-covariance matrix
{synonym}

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