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Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 69 / 1 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 69 / 2 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 69 / 3 / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 69 / 4 / a / Solution

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Past exam of the mathematics course of the University of Cambridge / 2003 / ia / Paper 2 / 10F / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2003 / ib / Paper 1 / 3H / Solution

Past exam of the mathematics course of the University of Cambridge / 2003 / ib / Paper 4 / 12H / Solution

Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 38 / 5 / ii / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 39 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / ia / Paper 2 / 3F / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 30 / 3 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 35 / 4 / d / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 37 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 37 / 5 / ii / b / 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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