Let X₁, i = 1,2,...,n be mutually uncorrelated random vectors of same size and with E(X;) = µ¡. Show that n n E(|| Σ(X; – μί)||3) = ΣΕ||Χ; – μί||2 - i=1 i=1
Let X₁, i = 1,2,...,n be mutually uncorrelated random vectors of same size and with E(X;) = µ¡. Show that n n E(|| Σ(X; – μί)||3) = ΣΕ||Χ; – μί||2 - i=1 i=1
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:4 Let X₁, i=1,2,..., n be mutually uncorrelated random vectors of
same size and with E(X;) = µ¡. Show that
n
E(|| Σ(X; – μ;)||2) = ΣΕ||X; – μ;||2
i=1
i=1
n
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