Covariance and Correlation by Jeremy Orloff and Jonathan Bloom
= Covariance and Correlation by Jeremy Orloff and Jonathan Bloom
{c}
{tag=Work by Jeremy Orloff}
{tag=Work by Jonathan Bloom}
{title2=2022}
https://ocw.mit.edu/courses/18-05-introduction-to-probability-and-statistics-spring-2022/mit18_05_s22_class07-prep-b.pdf
MIT 18.05, Class 7 reading, Spring 2022. Sections 2–2.1 define covariance and derive its bilinear identities; section 3 introduces correlation. The two named authors are credited on the first page.