Let X₁, i = 1,2,...,n be mutually uncorrelated random vectors of same size and with E(X;) = µ¡. Show that n Ε(|| Σ(x; – μ;)||2) µ;)||²) - i=1 = n ΣE||X; -Mi||² i=1

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
icon
Related questions
Question

HW 2 - Problem 4

2
Let X₁, i = 1,2,... n be mutually uncorrelated random vectors of
same size and with E(X;) = μ₁. Show that
n
E(|| Σ(×; − µ;)||²) = ΣE||X; - μ₁||²
–
i=1
i=1
Transcribed Image Text:2 Let X₁, i = 1,2,... n be mutually uncorrelated random vectors of same size and with E(X;) = μ₁. Show that n E(|| Σ(×; − µ;)||²) = ΣE||X; - μ₁||² – i=1 i=1
Expert Solution
steps

Step by step

Solved in 3 steps

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage