Statistics, Statistical Analysis, Random Variable, Discrete Random Variable, Mathematics.
Cov(X,Y) = E[XY]- E[X]E[Y] Covariance is symmetric if Cov(X, Y ) = Cov(Y, X) Covariance is a “linear” quantity. Cov(X, aY + bZ) = aCov(X, Y ) + bCov(X, Z) Cov(aX + bY, Z) = aCov(X, Z) + bCov(Y, Z) 5. Independence: If X and Y are independent, then X and Y are uncorrelated, i.e. Cov(X, Y ) = 0