Thread: Exercise 3.4 View Single Post
#10
10-07-2013, 09:19 AM
 magdon RPI Join Date: Aug 2009 Location: Troy, NY, USA. Posts: 595
Re: Exercise 3.4

Yes, that is right. You have to be more careful but use similar reasoning with

Quote:
 Originally Posted by Sweater Monkey Yes I realize that only one term should have the N so the issue must be in how I'm expanding the expression. I think my problem is how I'm looking at the trace of the matrix. I'm under the impression that produces an NxN matrix with a diagonal of all values and 0 elsewhere. I come to this conclusion because the are all independent so when multiplied together the covariance of any two should be zero while the covariance of any should be the variance of . So then the trace of this matrix should have a sum along the diagonal of , shouldn't it?
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