3 X; as in previous problem. Show thatnIE(Σ(Χ; - μ;) Σ(x; – μ;)) = Σκi=1where K; is the covariance matrix of X;.

ANSWER: We start with the left side of the equation: n E[Σ(Xi − µ) Σ(Xi − µ)ᵀ] Expanding the…

Answered: 5 X; as in previous problem. Show that…

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter6: Linear Transformations

Section6.4: Transistion Matrices And Similarity

Problem 29E

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5 X; as in previous problem. Show that n Ε(Σ(Χ - μ;) Σ(Χ - μ;)) = Σκ IE i=1 where K; is the covariance matrix of X;.