Co-Variance in Words

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.

1. 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)= aCov(X,Y)?

5. Cov(X,a)=0?

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

7.

8.

References :

https://brilliant.org/wiki/covariance/