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)
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“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)