Question: See picture EXERCISE 3 Consider the random vector X with E[X] = ul, and var [X] = (1 -p)I + pJ, with p > -.

See picture

EXERCISE 3 Consider the random vector X with E[X] = ul, and var [X] = (1 -p)I + pJ, with p > -. 1 n-1 11 1 1 1 1 1 1 Note: 1 = (1, 1, . .., 1)', and J = 11' = Find the variance covariance 1 X X1 - X matrix of the random vector X2 - X . . Xn - X

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