Q59Section ST (Statistics (Q11–Q65))59 of 65

Properties of a centered multivariate normal

Suppose that $X = (X_1, \dots, X_p)^T$ follows $N_p(0, \Sigma)$ , where $\Sigma$ is a positive definite matrix. Then which of the following statements is/are correct?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Select every correct option, then submit.

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