What is the covariance matrix V for M = 3 independent experiments with means m1, m2, m3 and variances a-r, (T�, O"§ ?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 20E
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What is the covariance matrix V for M = 3 independent experiments with means m1, m2, m3 and variances a-r, (T�, O"§ ?

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Given: Means=m1, m2, m3; Variances=σ12, σ22, σ32
To find: The covariance matrix V

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