http://en.wikipedia.org/wiki/Covariance(adsbygoogle = window.adsbygoogle || []).push({});

I read from the above link that-

The sample covariance of N observations of K variables is theK-by-Kmatrix.

I am wondering-

Should "K-by-K" be "N-by-K" or not?

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# The sample covariance of N observations of K

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