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?
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.