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Linearity of covariance
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Area of mathematics
Probability and statistics
Probability theory
Expected value
Variance
Covariance
Created
2026-09-28
Updated
2026-10-06
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Covariance
is bilinear: for
constants
a
i
,
b
j
and
square
-
integrable random variables
,
Cov
(
∑
i
a
i
X
i
,
∑
j
b
j
Y
j
)
=
∑
i
,
j
a
i
b
j
Cov
(
X
i
,
Y
j
)
.
(1)
Ancestors
(8)
Covariance
Variance
Expected value
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Covariance
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Joint dependence of leave-one-out consensus residuals
Leave-one-out interlaboratory consensus
Past exam of the mathematics course of the University of Cambridge
/
2018
/
iii
/
Paper 201
/
4
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 219
/
1
/
a
/
Solution
Past exam of the mathematics course of the University of Oxford
/
Undated
/
Prelims
/
Mathematics III resit
/
7
/
b
/
iii
/
Solution
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