So I'm trying to take the expectation of the covariance estimate.(adsbygoogle = window.adsbygoogle || []).push({});

I'm stuck at this point. I know I have to separate the instances where i=j for the terms of the form E[XiYj], but I'm not quite sure how to in this instance.

The answer at the end should be biased, and I'm trying to find a way to make it unbiased. But first tings first, I have to simplify the above.

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# Expectation of Covariance Estimate

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