- #1
patata
- 10
- 0
Hi all,
Probably a stupid question, but in general, is it true that Var[x] + Var[Y] -2Cov(X,Y) > 0? I'm having trouble figuring out why a number of articles I seem to have read take this for granted without demonstrating why (which makes me think it could be fairly trivial...).
Thanks for any help!
Probably a stupid question, but in general, is it true that Var[x] + Var[Y] -2Cov(X,Y) > 0? I'm having trouble figuring out why a number of articles I seem to have read take this for granted without demonstrating why (which makes me think it could be fairly trivial...).
Thanks for any help!