Hi MHF,
Consider 2 vectors x and m with the same dimension. Is the following condition true?
It has been a while since I did linear algebra so some help is much appreciated!
That is exactly what I was thinking. Unfortunately problem I need to solve is this:
where
Prove that the expression for the covariance matrix (above) can be rewritten as:
I might have split the question wrong before. Anyone who sees now how you can rewrite the expression?