An iid random sample of 4 is taken from a normal distribution with mean 2 and variance 3. What is the covariance matrix? What is the matrix of mew? If they are not iid, then how would the covariance matrix differ?
My solution:
If it is iid, the matrix is simply a diagonal matrix with 3 as its entries
The mean matrix is just a row matrix with entries 2
If it is not iid, the matrix has diagonals of 3 and non-diagonal entries I am not sure of...
Please let me know if my solution is correct and how to find the matrix if they are not iid.