IfX1,X2,...,Xkare NIDp(u,S), does this mean that:

1) in each of the vectorsX1,...,Xketc there are p variables (like height, weight etc)?

likeX1= (90,153,14,121)^T, where 90=weight, 153=height, 14=age, 121=IQ?

2) Doe the fact thatX1,X2,...,Xkare NIDp(u,S) mean that the covariance matrixSmeasuring 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