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Hi all, Why cov(y, y) only gives one value, and cov(t(y), t(y)) gives 3x3 NA matrix? Here my y is listed below and it is a 3x1 matrix. I am expecting that if I have a random vector y=[y1 y2 y3]', here " ' " denotes a transposition so that y is a column vector, where y1, y2, y3 are independent random variables... then cov(y, y) should be E[ y * y' ] - E[y] * E[y] ',