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- Thread starter Silviu
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In summary, the conversation discusses the calculation of covariance using a Python package called iminuit. The speaker is confused about the result they obtained for two different functions and is seeking clarification on the concept of covariance. They also mention the difference between covariance and correlation, stating that correlation is limited to 1 in magnitude.

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If two variable are independent we would expect in the limit of large n that the covariance would be 0. If they are dependent the covariance is not limited to 1.

Perhaps you are thinking of the correlation matrix call it Σ where the diagonal elements ∑

Your second function does not have an unique minimum but an infinitely long trough for values x=y.

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