Question regarding the representation of the E(X*X^T) matrix of a random vector with a non-negative support?

There is a random vector x=(x_1,x_2,...,x_n) with a non-negative support. There is additional constraint Ax=b. Is it true that E(x*x^T) belongs to the set conv{yy^T

31 May 2017 4,771 7 View