Pronzato, L. - In: Statistics & Probability Letters 39 (1998) 2, pp. 161-165
Suppose that the vectors x1, ..., xN in RP are i.i.d. with some underlying distribution [mu], and consider the matrix MN=(1/N)[summation operator]Ni=1xixTi. We show that, with constant C(N, p) = N!/(Np(N - p)!) not depending on [mu], the expected value of the determinant is of MN is proportional...
