I have a random sample of size 3 denoted by X below and it comes from a normal distribution with mean 7 and variance 14. I have the matrix A shown below. I am looking for E[Q]. I know that E[Q] = 1/sigma^2 * E[Q]. The formula from the textbook for E[Q] is shown below where sigma is the variance-covariance matrix.
I am having trouble with the following two items:
What is sigma? I am unsure how to find the variance-covariance matrix. Is it simply just a 3x3 matrix with 14 on the diagonals?
What is $\mu$? Is it [7 7 7]?
Thanks for the help.