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Make notation consistent
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adityam committed Jun 19, 2024
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Expand Up @@ -66,7 +66,7 @@ where the matrix $\MATRIX{Q & S \\ S^\TRANS & R}$ is symmetric and positive semi

Let $x \in \reals^n$ be a random variable with mean $μ$ and covariance $Σ$. Then,
$$
\EXP[ x^\TRANS S x ] = μ^\TRANS S μ + \TR(S Σ)
\EXP[ x^\TRANS P x ] = μ^\TRANS P μ + \TR(P Σ)
$$
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