Changes

: <math>\operatorname{Cov}(X, Y) = \operatorname{E}[(X - \mu) (Y - \nu)], \,</math>

: <math>\operatorname{Cov}(X, Y) = \operatorname{E}[(X - \mu) (Y - \nu)], \,</math>

where E is the operator for the expected value.  

where E is the operator for the [[expected value]].  

If ''X'' and ''Y'' are completely [[independent variables|independent]] from each other, then they have zero covariance.

If ''X'' and ''Y'' are completely statistically independent from each other, then they have zero covariance.

Note that if ''X'' and ''Y'' have covariance zero, they are un[[correlated]] but are not necessarily independent.

Note that if ''X'' and ''Y'' have covariance zero, they are un[[correlated]] but are not necessarily independent.

[[category:probability and Statistics]]

[[category:probability and Statistics]]