Stop saying "variance-covariance matrix." It's just "covariance matrix." A covariance matrix is a symmetric matrix in which each element i,j = covariance(Xi, Xj), where Xi is a random variable. By definition the diagonal elements i,i = covariance(Xi, X
"Variance-Covariance matrix" unnecessarily redundant
"Variance-Covariance matrix" unnecessarily…
"Variance-Covariance matrix" unnecessarily redundant
Stop saying "variance-covariance matrix." It's just "covariance matrix." A covariance matrix is a symmetric matrix in which each element i,j = covariance(Xi, Xj), where Xi is a random variable. By definition the diagonal elements i,i = covariance(Xi, X