Solution

Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 33 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 29 / 6 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 29 / 6 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 36 / 1 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 36 / 4 / iii / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 36 / 4 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 36 / 4 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 36 / 4 / iv / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 37 / 6 / iv / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 38 / 6 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 38 / 6 / i / 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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 Incoming links: Covariance