Sample Mean
Let be the ith independently drawn observation (i=1,...,N) on the jth random variable (j=1,...,K). These observations can be arranged into N column vectors, each with K entries, with the K ×1 column vector giving the ith observations of all variables being denoted (i=1,...,N).
The sample mean vector is a column vector whose jth element is the average value of the N observations of the jth variable:
Thus, the sample mean vector contains the average of the observations for each variable, and is written
Read more about this topic: Sample Mean And Sample Covariance
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