The sample mean and covariance estimate the first two moments of a random vector from repeated observations.
For observations , the sample covariance matrix is , or the same sum divided by under the unbiased convention.
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Sample mean and covariance are statistical measures that help describe the properties of a dataset. ### Sample Mean The **sample mean** is a measure of central tendency that represents the average of a set of observations. It is calculated by summing all the values in the sample and then dividing by the number of observations in that sample.