Unformatted text preview: independent X up with every other one. Recall that the covariance of any rv with itself is just its variance, we showed that in lecture, i.e. Using this information, we can rewrite: This is another way of writing the 3x3 matrix, with variance values on the diagonal, and covariances off it. This should get you well along with the homework problem....
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- Meaning of life, Equals sign, relational operator, Covariance matrix, xixj notation