Not sure if this is the same problem, but I find the definition very confusing. X is referred to as a "column vector." It would therefore seem to be a vector of scalars, e.g. [1 2 3 4 5]. Xi would then be the ith element of this vector. It would seem, then, that  is the mean of this ith element. Which can't be right. The definition seems to be using Xi ambiguously, referring in one context to the ith scalar in a vector of scalars, and in another context as a vector of scalars, namely, the vector of (say) observed values of a variable quantity (e.g., height) in a given sample. Is this correct? If so, is there a way to re-write the definition in a standard notation that would remove the ambiguity? That would be helpful.