expected value of matrix
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I have a random vector alpha with mean zero and standard deviation one, I want to find the expected value of alpha *alpha transpose
E[alpha*alpha']
0.0994
0.3661
-0.2125
0.2839
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Accepted Answer
VBBV
on 30 Jan 2022
alpha = [0.0994
0.3661
-0.2125
0.2839]
alpha.'
E = alpha.*alpha.'
Exp = mean(E) % expected value
Use mean function for your 4x4 matrix
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