Pattern Recognition and Machine Learning
sponding conditional expectation will be written Ex[f(x)|z]. Similarly, the variance is denotedvar[f(x)], and for vector variables the covarianceis written cov[x,y]. We shall also use cov[x] as a shorthand notation for cov[x,x]. The concepts of expecta-tions and covariances are introduced in Section 1.2.2.
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