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Let fCov (X, Y) = E[XY]- E[X]E[Y] Cov (X , Y) p ( X , Y ) = Var (X) Var (Y) where expectation of

Let

\fCov (X, Y) = E[XY]- E[X]E[Y] Cov (X , Y) p ( X , Y ) = Var (X) Var (Y) where expectation of any function of random variable X is given by: Els (X) ]= g(x) (x) dx X

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