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