Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 47 / 5 / a / ii / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 1 / 28J / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 13E / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 13E / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 13E / e / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 5I / a / Solution

Past exam of the mathematics course of the University of Cambridge / 2005 / ii / Paper 3 / 5I / b / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 30 / 1 / c / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 36 / 3 / b / iii / Solution

Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 39 / 6 / 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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