Alternative Equation Formats

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MathML

V a r [ Y ] = C o v [ Y , Y ] = [ C o v [ Y i , Y j ] ] = E [ ( Y E [ Y ] ) ( Y E [ Y ] ) ] = E [ Y Y ] E [ Y ] E [ Y ] = [ C o v [ Y 1 , Y 1 ] C o v [ Y 1 , Y 2 ] C o v [ Y 1 , Y 3 ] C o v [ Y 1 , Y n ] C o v [ Y 2 , Y 1 ] C o v [ Y 2 , Y 2 ] C o v [ Y 2 , Y 3 ] C o v [ Y 2 , Y n ] C o v [ Y 3 , Y 1 ] C o v [ Y 3 , Y 2 ] C o v [ Y 3 , Y 3 ] C o v [ Y 3 , Y n ] C o v [ Y n , Y 1 ] C o v [ Y n , Y 2 ] C o v [ Y n , Y 3 ] C o v [ Y n , Y n ] ] = [ V a r [ Y 1 ] C o v [ Y 1 , Y 2 ] C o v [ Y 1 , Y 3 ] C o v [ Y 1 , Y n ] C o v [ Y 2 , Y 1 ] V a r [ Y 2 ] C o v [ Y 2 , Y 3 ] C o v [ Y 2 , Y n ] C o v [ Y 3 , Y 1 ] C o v [ Y 3 , Y 2 ] V a r [ Y 3 ] C o v [ Y 3 , Y n ] C o v [ Y n , Y 1 ] C o v [ Y n , Y 2 ] C o v [ Y n , Y 3 ] V a r [ Y n ] ]

Math Rendered as SVG

Math as LaTeX Source

\begin{align*} \mr{Var}[\bY ] =& \, \, \mr{Cov}[\bY ,\bY ] = \left[\mr{Cov}[Y_ i,Y_ j]\right] \\ =& \, \, \mr{E}\left[ \left(\bY -\mr{E}[\bY ]\right) \left(\bY -\mr{E}[\bY ]\right)^\prime \right] = \mr{E}\left[\mb{YY}'\right] - \mr{E}[\bY ]\mr{E}[\bY ]' \\[0.1in] =& \left[\begin{array}{lllll} \mr{Cov}[Y_1,Y_1] & \mr{Cov}[Y_1,Y_2] & \mr{Cov}[Y_1,Y_3] & \cdots & \mr{Cov}[Y_1,Y_ n] \cr \mr{Cov}[Y_2,Y_1] & \mr{Cov}[Y_2,Y_2] & \mr{Cov}[Y_2,Y_3] & \cdots & \mr{Cov}[Y_2,Y_ n] \cr \mr{Cov}[Y_3,Y_1] & \mr{Cov}[Y_3,Y_2] & \mr{Cov}[Y_3,Y_3] & \cdots & \mr{Cov}[Y_3,Y_ n] \cr \vdots & \vdots & \vdots & \ddots & \vdots \cr \mr{Cov}[Y_ n,Y_1] & \mr{Cov}[Y_ n,Y_2] & \mr{Cov}[Y_ n,Y_3] & \cdots & \mr{Cov}[Y_ n,Y_ n] \cr \end{array}\right] \\[0.15in] =& \left[\begin{array}{lllll} \mr{Var}[Y_1] & \mr{Cov}[Y_1,Y_2] & \mr{Cov}[Y_1,Y_3] & \cdots & \mr{Cov}[Y_1,Y_ n] \cr \mr{Cov}[Y_2,Y_1] & \mr{Var}[Y_2] & \mr{Cov}[Y_2,Y_3] & \cdots & \mr{Cov}[Y_2,Y_ n] \cr \mr{Cov}[Y_3,Y_1] & \mr{Cov}[Y_3,Y_2] & \mr{Var}[Y_3] & \cdots & \mr{Cov}[Y_3,Y_ n] \cr \vdots & \vdots & \vdots & \ddots & \vdots \cr \mr{Cov}[Y_ n,Y_1] & \mr{Cov}[Y_ n,Y_2] & \mr{Cov}[Y_ n,Y_3] & \cdots & \mr{Var}[Y_ n] \cr \end{array}\right] \\ \end{align*}