Suppose $X$ is a random vector and C is a constant matrix. How do we compute $E(X^{T}CX)$ ?
2026-04-23 06:03:47.1776924227
Expectation of $X^{T}CX$ ($E(X^{T}CX)$) where C is constant matrix
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$$X^TCX=\sum_{i,j}c_{ij}X_iX_j\text{ so that }\mathsf E[X^TCX]=\sum_{i,j}c_{ij}\mathsf EX_iX_j$$