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Convariance matrix

  1. Aug 4, 2013 #1

    My question is what is the the meaning of the T(as a power) in the following line?

    Untitled-3.jpg https://www.physicsforums.com/showthread.php?p=4463256#post4463256
    Last edited: Aug 4, 2013
  2. jcsd
  3. Aug 4, 2013 #2


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    That just means the transpose. That line is a concise way of generating the matrix you see above it. Each cell is ##E[(X_i - μ_i)(X_j - μ_j)]## where i,j are the row,column indices of each matrix cell. The multiplication with the transpose matches i and j in just the right way.
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