260407
260407

260407

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Covariance
Covariance

Covariance

σxy=E[XY]−E[X]E[Y]\sigma_{xy} = \mathbb{E}[XY] - \mathbb{E}[X] \mathbb{E}[Y]σxy​=E[XY]−E[X]E[Y] where E[XY]\mathbb{E}[XY]E[XY] is the correlation.

ρxy=σxyσxσy\rho_{xy} = {\sigma_{xy} \over {\sigma_x \sigma_y}}ρxy​=σx​σy​σxy​​ −1≤ρxy≤1-1 \leq \rho_{xy} \leq 1−1≤ρxy​≤1

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