\begin{eqnarray*} \Sigma & = & \begin{bmatrix} \sigma_{xx} & \sigma_{xy} \\ \sigma_{yx} & \sigma_{yy} \end{bmatrix} \\ \sigma_{xx} & = & \frac{1}{N} \left[ \sum_{i=1}^{N}{x_{i}}^2 \right] - \mu_{x}^2 \\ \sigma_{yy} & = & \frac{1}{N} \left[ \sum_{i=1}^{N}{y_{i}}^2 \right] - \mu_{y}^2 \\ \sigma_{xy} & = & \frac{1}{N} \left[ \sum_{i=1}^{N}{x_{i}}{y_{i}} \right] - \mu_{x}\mu_{y} \\ \sigma_{yx} & = & \sigma_{xy} \\ \mu_{x} & = & \frac{1}{N} \sum_{i=1}^{N}{x_{i}} \\ \mu_{y} & = & \frac{1}{N} \sum_{i=1}^{N}{y_{i}} \\ \end{eqnarray*}