Answered: 3. The Cov(X) of a random vector X'=…

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3. The Cov(X) of a random vector X'= (X₁, ..., Xn) is defined as E{(X-E(X))'(X-E(X)}. True or false, give reasoning.

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Question

3. The Cov(X) of a random vector X'= (X₁, ..., Xn) is defined as E{(X-E(X))'(X-E(X)}. True or false, give reasoning.

Expert Solution

Step 1:-

We know that, X' is a vector and Covariance of a vector X is equal to the variance of X.

Which means,

Cov(X)= Var(X)

For a random variable,

Var(X)= E(X-E(X))²

Step by step

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