# Co-Variance in Words

Apr 9, 2021

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Covariance is the concept of variance to multiple random variables. Instead of measuring the fluctuation of a single random variable, the covariance measures the fluctuation of two variables with each other.

- Var[X+Y] = Var[X] + Var[Y] + 2.XY.Cov(X,Y) ?

2. Cov( *X*, *X *)=Var(*X*)?

3. Why Cov( *X*, *Y *)= Cov( Y, *X *)?

4. Cov(*aX*,*Y*)= *a*Cov(*X*,*Y*)?

5. Cov(*X*,*a*)=0?

6. Cov( *X*+*Y*, *Z*)=Cov( *X*, *Z *)+Cov( *Y*, *Z *)?

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**References** :