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Covariance
Covariance
Feb 09, 2025
1 min read
Math
Topics
Covariance Matrix
Cov
(
X
,
Y
)
=
E
[(
X
−
E
[
X
])
(
Y
−
E
[
Y
])]
=
E
[
X
Y
]
−
E
[
X
]
E
[
Y
]
Definition
Graph View
Table of Contents
Topics
Cov
(
X
,
Y
)
=
E
[
(
X
−
E
[
X
]
)
(
Y
−
E
[
Y
]
)
]
=
E
[
X
Y
]
−
E
[
X
]
E
[
Y
]
\displaystyle \text{Cov}(X,Y)=\mathbb{E}[(X-\mathbb{E}[X])(Y-\mathbb{E}[Y])]=\mathbb{E}[XY]-\mathbb{E}[X]\mathbb{E}[Y]
Cov
(
X
,
Y
)
=
E
[(
X
−
E
[
X
])
(
Y
−
E
[
Y
])]
=
E
[
X
Y
]
−
E
[
X
]
E
[
Y
]
Backlinks
Covariance Matrix