Recall the covariance of two random variables X and Y is defined as Cov(X, Y) = E[(X − E[X])(Y − E[Y])]. For a multivariate random variable Z (i. e., each index of Z is a random variable), we define the covariance matrix Σ such that Σi j = Cov(Zi , Zj). Concisely, Σ = E[(Z − µ)(Z − µ) > ], where µ is the mean value of the random column vector Z. Prove that the covariance matrix is always positive semidefinite (PSD).

Determine the common ratio and find the next three terms of the geometric sequence. 649-14-02-00-00_files/i0100000, 649-14-02-00-00_files/i0100001, 2, a. 3; 649-14-02-00-00_files/i0100002, 649-14-02-00-00_files/i0100003, 649-14-02-00-00_files/i0100004. c. 649-14-02-00-00_files/i0100005; 649-14-02-00-00_files/i0100006, 649-14-02-00-00_files/i0100007, 649-14-02-00-00_files/i0100008. b. 3; 6, 18, 54 d. 649-14-02-00-00_files/i0100009. 6, 18, 54 select the best answer from the choices provided a b c d

Bo is buying a board game that usually costs bb dollars. the game is on sale, and the price has been reduced by 18\%18%. what could you find the answer?

If there are 3.281 feet in 1 meter, how many inches are in one centimeter