[R] A subject related question

[Jonathan Beokhokhei]

Dear friends, please allow me a naive subject oriented question at this moment. I was wondering whether VCV matrix for some multivariate normal distribution can be PSD (which I always thought must be PD).

I came across that point as I was working on some sample distribution of some statistic which involves population correlation matrix. As correlation matrix always a PSD, it seems that that sample distribution (that is asymptotically normal) comes with some vcv matrix which is PSD.

Can somebody help me to sort this out?

warm thanks