概華论与款醒硫外 例如二维随机变量(X1,X2)的协方差矩阵为 c= 其中c1=E{IX1-E(X1)3, Ci2=E{IXI-E(X )IX2-E(X2)B, C21=E{X2-E(X2)X1-E(X1)}, C22=E{X2-E(X2)I}. 例如 二维随机变量(X1 ,X2 )的协方差矩阵为       = 21 22 11 12 c c c c C {[ ( )] }, 2 1 1 E X1 E X1 其中 c = − {[ ( )][ ( )]}, 12 E X1 E X1 X2 E X2 c = − − {[ ( )][ ( )]}, 21 E X2 E X2 X1 E X1 c = − − {[ ( )] }. 2 22 E X2 E X2 c = −