lower case letters ( realizations of the random variables). The maximum likelihood estimate of the covariance q_{ij}=\frac{1}{N}\sum_{k=1}^N \left( x_{ik}-\bar{x}_i \right) \left( x_{jk}-\bar{x}_j \right) for the Gaussian distribution case has N as well. The ratio of 1/ N to 1/( N &nbsp;&minus;&nbsp;1) approaches 1 for large&nbsp; N , so the maximum likelihood estimate