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: <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 [[expectation]].
If ''X'' and ''Y'' are completely [[statistically 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.