Say I have a multivariate normal $Y_n$. Each Y have mean zero and they have a covariance matrix $\Omega$. And I am just wondering is there any way to work out a theoretical variance of $Y_n$? Intuitively this makes sense to me because as long as we have a covariance matrix and mean, we have all the information about this multi-distribution. But I have no idea how to do it...
2026-03-25 06:05:01.1774418701
Can I work out the variance based on a covariance matrix?
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