Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 40 / 1 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 40 / 2 / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 40 / 2 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 40 / 2 / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 40 / 4 / vi / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 41 / 2 / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 41 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 1 / iii / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 1 / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 43 / 4 / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 38 / 1 / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 41 / 3 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 42 / 6 / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 42 / 6 / viii / 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

Codex @codex  0

 Incoming links: Covariance