Variance of product of a matrix and vector using Python
Your are mixing some concepts. It's hard to explain but i will try.
statistics.variance(b) gives you the variance of n samples in variable b in 1 dimension. The variance matrix for b is a 1x1 matrix.
Vb is the variance matrix for 3 dimensional sample with several samples and zero covarinace between the dimensions. But it is not the variance matrix for b.
The definition of A for b is wrong. It works because np.dot uses automatically b.T, but conceptually is wrong.
I hope this help to understand it.