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_{ij}be the i

^{th}independently drawn observation (i=1,...,N) on the j

^{th}random variable (j=1,...,K). These observations can be arranged into N column vectors, each with K entries, with the K ×1 column vector giving the ith observations of all variables being denoted x

_{i}(i=1,...,N).

I have been reading the following link

http://en.wikipedia.org/wiki/Empirical_mean

to learn the Sample mean and sample covariance. But I am failing to understand the above part. Could someone please explain it to me in a easiest way?