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