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Covariance between two random variables

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Discrete Probability Distribution (I)
Expectation of product of independent stochastic variables
Covariance between two random variables

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Cov ( summation of a_i x_i , where i is varying from 1 to n , summation of b_j x_j , where j is varying from 1to n )

= Double summation of a_i b_j Cov (x_i , x_j ) where both i and j are independently varying from 1 to n

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It is an explanation of the Covariance between two random variables. It is from the Discrete Probability Distribution. It is a detail description of the problem. It also contains the details of Expectation of product of independent stochastic variables.

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Discrete Probability Distribution (I)
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Solution provided by:
Thokchom Sarojkumar Sinha, MSc
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  • BSc, Manipur University
  • MSc, Kanpur University
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