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Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 41 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 41 / 2 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 4 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 43 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 47 / 2 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 47 / 2 / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 47 / 4 / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 69 / 3 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 42 / 3 / Solution

Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 43 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / ia / Paper 2 / 11F / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 41 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 41 / 4 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 47 / 1 / Solution

Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 47 / 4 / d / Solution

{title2=$\operatorname{Cov}(X,Y)$}
{wiki}

The covariance of square-integrable random variables is
$$
\operatorname{Cov}(X,Y)
=\mathbb E[(X-\mathbb EX)(Y-\mathbb EY)].
$$
It determines the variance of a difference through
$$
\operatorname{Var}(X-Y)
=\operatorname{Var}(X)+\operatorname{Var}(Y)-2\operatorname{Cov}(X,Y).
$$


Covariance

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