# Math Help - terminology...

1. ## terminology...

If X1,X2,...,Xk are NIDp(u,S), does this mean that:

1) in each of the vectors X1,...,Xk etc there are p variables (like height, weight etc)?

like X1 = (90,153,14,121)^T, where 90=weight, 153=height, 14=age, 121=IQ?

2) Doe the fact that X1,X2,...,Xk are NIDp(u,S) mean that the covariance matrix S measuring the covariance between the vectors would be : a) pxp, and b) only have entries on its diagonals, c) be measuring the covariance between the variables??

I think that the answer to all the questions i've asked is yes, but its just the notation which is confusing me! So i'd love some clarification

Thanks everyone

2. ## Re: terminology...

You don't mean that $X_{1},...,X_{k}$ are $k$ jointly normal random variables? If so, $\mu$ would be the mean vector and $S$ the covariance matrix. $S$ would be diagonal if and only if all the random variables $X_{1},...,X_{k}$ were independent.