Expectation
It can be shown that
where and are the expected value and variance-covariance matrix of, respectively, and tr denotes the trace of a matrix. This result only depends on the existence of and ; in particular, normality of is not required.
Read more about this topic: Quadratic Form (statistics)
Famous quotes containing the word expectation:
“The expectation that every neurotic phenomenon can be cured may, I suspect, be derived from the layman’s belief that the neuroses are something quite unnecessary which have no right whatever to exist. Whereas in fact they are severe, constitutionally fixed illnesses, which rarely restrict themselves to only a few attacks but persist as a rule over long periods throughout life.”
—Sigmund Freud (1856–1939)
“That even an apocalypse can be made to seem part of the ordinary horizon of expectation constitutes an unparalleled violence that is being done to our sense of reality, to our humanity.”
—Susan Sontag (b. 1933)
“I have no expectation that any man will read history aright who thinks that what has been done in a remote age, by men whose names have resounded far, has any deeper sense than what he is doing to-day.”
—Ralph Waldo Emerson (1803–1882)