Error in formula for covariance

[apayeur]

There is a small error in the formula for the covariance in section Multivariate Gaussian distribution.
It should be either
Σ = E[(X - μ)(X - μ)^T]
or using the elements
Σ_ij = Cov(X_i, X_j) = E[(X_i - μ_i)(X_j - μ_j)]
Note the absence of the transpose in the latter equation.